+32.0%
Q vs RJF
+7.9%
+24.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +6.6% | -0.3% | +6.9% | +6.6% |
| 30D | -6.6% | -2.0% | -4.5% | -6.0% |
| 3M | -13.2% | +16.3% | -29.6% | -19.8% |
| 6M | +9.9% | +16.9% | -7.0% | +0.5% |
| YTD | +53.9% | +10.4% | +43.5% | +38.1% |
| All | +32.0% | +7.9% | +24.1% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling