+65.3%
RACE vs RJF
+81.1%
-15.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.1% |
| 7D | -1.2% | +3.6% | -4.8% | -2.4% |
| 30D | +6.1% | +7.2% | -1.1% | +3.6% |
| 3M | -0.3% | -6.5% | +6.2% | +1.9% |
| 6M | +23.4% | +10.3% | +13.1% | +18.8% |
| YTD | +12.5% | +6.5% | +6.0% | +8.6% |
| 1Y | -0.5% | +6.1% | -6.6% | -3.9% |
| 3Y | +23.6% | +74.9% | -51.3% | -6.1% |
| All | +65.3% | +81.1% | -15.9% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling