-54.1%
REPL vs RJF
+106.2%
-160.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.5% |
| 3M | +56.4% | +16.3% | +40.1% | +46.5% |
| 6M | +67.4% | +16.9% | +50.5% | +53.8% |
| YTD | +48.7% | +10.4% | +38.2% | +38.5% |
| 1Y | +148.3% | +7.4% | +140.9% | +133.0% |
| 3Y | -26.7% | +72.2% | -98.9% | -45.0% |
| 5Y | -54.1% | +105.1% | -159.2% | -68.5% |
| All | -54.1% | +106.2% | -160.3% | -68.5% |
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