+29.1%
Q vs RJF
+3.2%
+25.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +11.5% | +1.5% | +10.0% | +11.0% |
| 30D | -0.2% | +6.7% | -6.9% | -1.8% |
| 3M | -13.6% | -7.3% | -6.2% | -11.2% |
| 6M | -27.0% | +9.8% | -36.8% | -30.6% |
| YTD | +50.5% | +5.6% | +44.9% | +37.4% |
| 1Y | +33.8% | +2.3% | +31.5% | +23.8% |
| All | +29.1% | +3.2% | +25.9% | +17.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling