-33.0%
REPL vs RJF
+80.1%
-113.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +1.8% |
| 7D | +14.2% | +3.4% | +10.8% | +12.7% |
| 30D | +65.9% | +5.9% | +59.9% | +62.2% |
| 3M | +84.6% | -4.6% | +89.2% | +87.9% |
| 6M | +446.9% | +9.5% | +437.4% | +423.9% |
| YTD | +129.0% | +6.0% | +123.0% | +116.6% |
| 1Y | +167.9% | +4.3% | +163.5% | +154.9% |
| 3Y | +93.9% | +76.6% | +17.3% | +43.7% |
| 5Y | -33.0% | +80.6% | -113.5% | -52.3% |
| All | -33.0% | +80.1% | -113.1% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling