+179.4%
RCL vs RJF
+76.7%
+102.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | -0.5% | +1.8% | -2.2% | -1.6% |
| 30D | -17.3% | 0.0% | -17.3% | -17.5% |
| 3M | -2.8% | +18.0% | -20.7% | -13.2% |
| 6M | -4.4% | +17.0% | -21.4% | -14.3% |
| YTD | -4.2% | +11.1% | -15.3% | -12.1% |
| 1Y | -23.4% | +8.0% | -31.3% | -28.4% |
| 3Y | +179.4% | +73.3% | +106.1% | +106.1% |
| All | +179.4% | +76.7% | +102.7% | +106.1% |
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