+734.9%
RACE vs RJF
+371.5%
+363.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.5% |
| 7D | +3.9% | +3.4% | +0.5% | +2.7% |
| 30D | +7.4% | +5.9% | +1.5% | +5.1% |
| 3M | +1.6% | -4.6% | +6.2% | +3.2% |
| 6M | +23.3% | +9.5% | +13.8% | +18.6% |
| YTD | +14.7% | +6.0% | +8.7% | +10.8% |
| 1Y | +2.5% | +4.3% | -1.8% | -0.5% |
| 3Y | +28.0% | +76.6% | -48.6% | -1.6% |
| 5Y | +69.8% | +80.6% | -10.8% | +26.8% |
| 10Y | +734.9% | +346.5% | +388.4% | +343.1% |
| All | +734.9% | +371.5% | +363.4% | +343.1% |
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