+261.5%
RF vs RJF
+371.5%
-110.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | -0.4% |
| 7D | -0.1% | +3.4% | -3.5% | -3.0% |
| 30D | +7.0% | +5.9% | +1.1% | +1.8% |
| 3M | -7.0% | -4.6% | -2.4% | -3.7% |
| 6M | +6.8% | +9.5% | -2.7% | -2.2% |
| YTD | +9.9% | +6.0% | +3.9% | +2.3% |
| 1Y | +21.1% | +4.3% | +16.8% | +14.0% |
| 3Y | +119.6% | +76.6% | +43.0% | +28.2% |
| 5Y | +46.2% | +80.6% | -34.4% | -18.7% |
| 10Y | +261.5% | +346.5% | -85.0% | -16.8% |
| All | +261.5% | +371.5% | -110.0% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling