+1,514.2%
RF vs RJF
+49,848.3%
-48,334.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.8% |
| 7D | +1.3% | -0.6% | +1.9% | +1.6% |
| 30D | -3.6% | -1.3% | -2.4% | -3.0% |
| 3M | +8.1% | +18.9% | -10.8% | -2.7% |
| 6M | +11.5% | +15.0% | -3.6% | +2.0% |
| YTD | +15.6% | +12.2% | +3.4% | +6.9% |
| 1Y | +15.7% | +5.6% | +10.0% | +10.6% |
| 3Y | +86.9% | +74.9% | +12.0% | +32.9% |
| 5Y | +89.8% | +106.6% | -16.8% | +22.7% |
| 10Y | +344.7% | +433.1% | -88.4% | +76.7% |
| All | +1,514.2% | +49,848.3% | -48,334.1% | +138.6% |
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