+29.7%
RCL vs RJF
+4.7%
+25.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | +19.4% | +5.3% | +14.1% | +17.0% |
| 3M | +9.8% | -6.8% | +16.6% | +12.5% |
| 6M | +28.6% | +11.4% | +17.2% | +23.1% |
| YTD | +22.2% | +5.5% | +16.6% | +17.4% |
| 1Y | +29.7% | +3.7% | +26.1% | +24.6% |
| All | +29.7% | +4.7% | +25.0% | +24.6% |
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