+18.0%
Q vs RJF
+7.8%
+10.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -1.1% |
| 7D | -3.3% | +7.2% | -10.4% | -4.9% |
| 30D | -9.7% | +4.9% | -14.6% | -10.7% |
| 3M | -16.1% | -5.5% | -10.6% | -14.4% |
| 6M | -15.7% | +8.0% | -23.7% | -18.7% |
| YTD | +45.7% | +6.2% | +39.6% | +32.3% |
| 1Y | +18.0% | +7.8% | +10.2% | +5.3% |
| All | +18.0% | +7.8% | +10.2% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling