+59.4%
RBLX vs RJF
+69.0%
-9.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +5.1% | -2.7% | +7.8% | +6.4% |
| 30D | +28.0% | -4.3% | +32.3% | +30.4% |
| 3M | +4.6% | +15.7% | -11.1% | -3.2% |
| 6M | -24.7% | +17.8% | -42.5% | -31.1% |
| YTD | -43.8% | +9.2% | -53.0% | -46.8% |
| 1Y | -65.8% | +2.8% | -68.6% | -66.6% |
| 3Y | +59.4% | +69.5% | -10.1% | +23.0% |
| All | +59.4% | +69.0% | -9.6% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling