+715.6%
RACE vs RJF
+501.0%
+214.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.3% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +0.8% | -1.3% | +2.0% | +1.2% |
| 3M | +17.2% | +18.9% | -1.7% | +9.3% |
| 6M | +13.6% | +15.0% | -1.5% | +7.0% |
| YTD | +12.2% | +12.2% | 0.0% | +6.0% |
| 1Y | -16.3% | +5.6% | -21.9% | -19.1% |
| 3Y | +36.4% | +74.9% | -38.4% | +4.4% |
| 5Y | +95.0% | +106.6% | -11.7% | +36.0% |
| 10Y | +813.2% | +433.1% | +380.2% | +273.9% |
| All | +715.6% | +501.0% | +214.6% | +199.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling