+4,549.4%
RCL vs RJF
+14,548.9%
-9,999.5%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.4% | +0.7% |
| 7D | -5.1% | -0.6% | -4.5% | -4.8% |
| 30D | -19.0% | -1.3% | -17.8% | -18.5% |
| 3M | -9.6% | +18.9% | -28.5% | -18.4% |
| 6M | -6.7% | +15.0% | -21.7% | -14.3% |
| YTD | -3.9% | +12.2% | -16.1% | -11.0% |
| 1Y | -25.1% | +5.6% | -30.7% | -28.3% |
| 3Y | +179.1% | +74.9% | +104.3% | +100.5% |
| 5Y | +243.3% | +106.6% | +136.7% | +128.7% |
| 10Y | +325.8% | +433.1% | -107.3% | +79.4% |
| All | +4,549.4% | +14,548.9% | -9,999.5% | +673.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling