+336.7%
RF vs RJF
+428.9%
-92.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.3% |
| 7D | +2.7% | +1.8% | +0.9% | +1.2% |
| 30D | -3.4% | 0.0% | -3.4% | -3.5% |
| 3M | +6.4% | +18.0% | -11.6% | -8.0% |
| 6M | +13.4% | +17.0% | -3.6% | -1.7% |
| YTD | +14.2% | +11.1% | +3.1% | +2.5% |
| 1Y | +15.7% | +8.0% | +7.7% | +5.9% |
| 3Y | +91.3% | +73.3% | +18.1% | +14.0% |
| 5Y | +89.8% | +107.4% | -17.7% | -6.2% |
| 10Y | +336.7% | +428.5% | -91.8% | -7.4% |
| All | +336.7% | +428.9% | -92.2% | -7.4% |
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 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