-35.9%
RBLX vs RJF
+142.6%
-178.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +8.0% | -0.3% | +8.3% | +8.1% |
| 30D | +20.2% | -2.0% | +22.2% | +21.2% |
| 3M | +3.5% | +16.3% | -12.8% | -5.7% |
| 6M | -28.9% | +16.9% | -45.8% | -35.6% |
| YTD | -45.1% | +10.4% | -55.5% | -48.7% |
| 1Y | -66.2% | +7.4% | -73.6% | -68.0% |
| 3Y | +53.5% | +72.2% | -18.8% | +6.1% |
| 5Y | -48.4% | +105.1% | -153.5% | -65.9% |
| All | -35.9% | +142.6% | -178.6% | -61.0% |
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 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