+2.0%
RDW vs RJF
+175.0%
-173.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -2.7% | +3.6% | +3.2% |
| 30D | -21.3% | -4.3% | -17.0% | -18.4% |
| 3M | -37.9% | +15.7% | -53.6% | -46.4% |
| 6M | +12.3% | +17.8% | -5.5% | -6.0% |
| YTD | +39.7% | +9.2% | +30.6% | +27.1% |
| 1Y | +25.7% | +2.8% | +22.9% | +21.0% |
| 3Y | +230.8% | +69.5% | +161.4% | +124.9% |
| 5Y | -8.8% | +105.9% | -114.7% | -40.6% |
| All | +2.0% | +175.0% | -173.0% | -39.1% |
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