+227.1%
RCL vs RJF
+106.2%
+121.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.3% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -15.7% | -2.0% | -13.6% | -14.4% |
| 3M | -8.0% | +16.3% | -24.3% | -19.1% |
| 6M | -10.1% | +16.9% | -27.0% | -21.5% |
| YTD | -5.9% | +10.4% | -16.3% | -15.0% |
| 1Y | -23.5% | +7.4% | -30.9% | -29.5% |
| 3Y | +174.4% | +72.2% | +102.2% | +65.4% |
| 5Y | +227.1% | +105.1% | +122.0% | +64.5% |
| All | +227.1% | +106.2% | +121.0% | +64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling