+296.1%
RCL vs RJF
+81.1%
+215.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | +8.5% | +4.0% | +4.5% | +5.3% |
| 30D | +20.4% | +6.1% | +14.3% | +14.9% |
| 3M | +11.0% | -5.8% | +16.8% | +16.1% |
| 6M | +24.9% | +9.7% | +15.2% | +14.5% |
| YTD | +23.9% | +6.2% | +17.7% | +15.3% |
| 1Y | +30.8% | +5.3% | +25.5% | +22.3% |
| 3Y | +270.4% | +74.4% | +196.0% | +118.4% |
| 5Y | +296.1% | +81.6% | +214.5% | +111.2% |
| All | +296.1% | +81.1% | +215.0% | +111.2% |
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