+42.1%
RF vs RJF
+73.7%
-31.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.9% | +0.5% |
| 7D | -0.9% | +3.6% | -4.5% | -3.5% |
| 30D | +6.0% | +3.5% | +2.5% | +3.2% |
| 3M | -8.9% | -8.9% | 0.0% | -2.8% |
| 6M | +2.3% | +2.9% | -0.5% | -0.7% |
| YTD | +7.6% | +2.8% | +4.7% | +3.4% |
| 1Y | +21.2% | +2.7% | +18.5% | +16.4% |
| 3Y | +108.5% | +69.3% | +39.2% | +33.1% |
| All | +42.1% | +73.7% | -31.6% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling