-4.7%
REPL vs RJF
+215.6%
-220.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -9.6% | -0.3% | -9.3% | -9.5% |
| 30D | +5.7% | -2.0% | +7.7% | +6.7% |
| 3M | +56.4% | +16.3% | +40.1% | +43.6% |
| 6M | +67.4% | +16.9% | +50.5% | +49.4% |
| YTD | +48.7% | +10.4% | +38.2% | +35.0% |
| 1Y | +148.3% | +7.4% | +140.9% | +127.4% |
| 3Y | -26.7% | +72.2% | -98.9% | -49.5% |
| 5Y | -54.1% | +105.1% | -159.2% | -72.6% |
| All | -4.7% | +215.6% | -220.3% | -61.0% |
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