+45.0%
REPL vs RJF
+201.9%
-156.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +9.8% | +1.5% | +8.3% | +9.0% |
| 30D | +81.5% | +6.7% | +74.8% | +75.8% |
| 3M | +44.2% | -7.3% | +51.6% | +49.6% |
| 6M | +437.4% | +9.8% | +427.6% | +407.8% |
| YTD | +126.1% | +5.6% | +120.5% | +109.8% |
| 1Y | +143.1% | +2.3% | +140.9% | +129.4% |
| 3Y | +97.8% | +73.6% | +24.3% | +35.7% |
| 5Y | -34.3% | +79.9% | -114.2% | -57.7% |
| All | +45.0% | +201.9% | -156.9% | -39.4% |
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