-68.1%
RGTI vs RJF
+7.8%
-76.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | -2.3% |
| 7D | -9.6% | +7.2% | -16.8% | -14.7% |
| 30D | -26.0% | +4.9% | -30.9% | -29.0% |
| 3M | -35.8% | -5.5% | -30.2% | -32.5% |
| 6M | -36.7% | +8.0% | -44.6% | -41.9% |
| YTD | -49.4% | +6.2% | -55.6% | -55.3% |
| 1Y | -68.1% | +7.8% | -75.9% | -72.8% |
| All | -68.1% | +7.8% | -76.0% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling