+88.3%
RF vs RJF
+75.1%
+13.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +1.0% |
| 7D | +1.3% | -0.6% | +1.9% | +1.7% |
| 30D | -3.6% | -1.3% | -2.4% | -2.9% |
| 3M | +8.1% | +18.9% | -10.8% | -4.4% |
| 6M | +11.5% | +15.0% | -3.6% | +0.6% |
| YTD | +15.6% | +12.2% | +3.4% | +5.2% |
| 1Y | +15.7% | +5.6% | +10.0% | +9.7% |
| All | +88.3% | +75.1% | +13.2% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling