-0.8%
REPL vs RJF
+220.7%
-221.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | -0.1% | -0.9% |
| 7D | -3.0% | -0.6% | -2.4% | -2.8% |
| 30D | +27.1% | -1.3% | +28.4% | +28.0% |
| 3M | +52.4% | +18.9% | +33.5% | +38.4% |
| 6M | +107.4% | +15.0% | +92.4% | +86.2% |
| YTD | +54.7% | +12.2% | +42.5% | +39.4% |
| 1Y | +158.9% | +5.6% | +153.2% | +138.9% |
| 3Y | -23.7% | +74.9% | -98.6% | -47.9% |
| 5Y | -54.3% | +106.6% | -161.0% | -72.8% |
| All | -0.8% | +220.7% | -221.5% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling