-14.3%
RACE vs RJF
+8.4%
-22.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | -1.0% | +1.8% | -2.8% | -1.3% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | +15.5% | +18.0% | -2.5% | +13.5% |
| 6M | +17.3% | +17.0% | +0.3% | +14.6% |
| YTD | +11.1% | +11.1% | 0.0% | +5.7% |
| 1Y | -14.3% | +8.0% | -22.2% | -18.4% |
| All | -14.3% | +8.4% | -22.6% | -18.4% |
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