+138.6%
REPL vs RJF
+4.7%
+133.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.9% | -6.4% |
| 7D | +5.3% | -0.9% | +6.2% | +5.3% |
| 30D | +66.6% | +5.3% | +61.3% | +66.2% |
| 3M | +59.6% | -6.8% | +66.4% | +58.1% |
| 6M | +482.4% | +11.4% | +470.9% | +479.9% |
| YTD | +124.1% | +5.5% | +118.5% | +141.6% |
| 1Y | +138.6% | +3.7% | +134.9% | +159.0% |
| All | +138.6% | +4.7% | +133.9% | +159.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling