+43.7%
REPL vs RJF
+201.6%
-158.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.9% | -6.2% |
| 7D | +5.3% | -0.9% | +6.2% | +5.8% |
| 30D | +66.6% | +5.3% | +61.3% | +62.5% |
| 3M | +59.6% | -6.8% | +66.4% | +65.1% |
| 6M | +482.4% | +11.4% | +470.9% | +446.5% |
| YTD | +124.1% | +5.5% | +118.5% | +108.0% |
| 1Y | +138.6% | +3.7% | +134.9% | +123.4% |
| 3Y | +96.0% | +73.4% | +22.6% | +34.5% |
| 5Y | -35.4% | +78.3% | -113.7% | -58.2% |
| All | +43.7% | +201.6% | -158.0% | -39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling