-25.1%
RCL vs RJF
+7.8%
-32.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.5% |
| 7D | -5.1% | -0.6% | -4.5% | -4.9% |
| 30D | -19.0% | -1.3% | -17.8% | -18.6% |
| 3M | -9.6% | +18.9% | -28.5% | -16.4% |
| 6M | -6.7% | +15.0% | -21.7% | -12.9% |
| YTD | -3.9% | +12.2% | -16.1% | -10.9% |
| 1Y | -25.1% | +5.6% | -30.7% | -28.4% |
| All | -25.1% | +7.8% | -32.9% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling