-34.5%
RBLX vs RJF
+139.8%
-174.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.1% | -2.7% | +7.8% | +6.6% |
| 30D | +28.0% | -4.3% | +32.3% | +30.9% |
| 3M | +4.6% | +15.7% | -11.1% | -4.4% |
| 6M | -24.7% | +17.8% | -42.5% | -32.1% |
| YTD | -43.8% | +9.2% | -53.0% | -47.3% |
| 1Y | -65.8% | +2.8% | -68.6% | -66.8% |
| 3Y | +59.4% | +69.5% | -10.1% | +11.2% |
| 5Y | -48.2% | +105.9% | -154.2% | -65.6% |
| All | -34.5% | +139.8% | -174.4% | -59.9% |
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 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