+56.8%
RGTI vs RJF
+104.0%
-47.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | +0.5% | -2.7% | +3.2% | +3.2% |
| 30D | -17.1% | -4.3% | -12.8% | -13.7% |
| 3M | -26.0% | +15.7% | -41.7% | -36.8% |
| 6M | -9.9% | +17.8% | -27.7% | -24.7% |
| YTD | -31.1% | +9.2% | -40.2% | -37.5% |
| 1Y | -8.5% | +2.8% | -11.3% | -11.5% |
| 3Y | +652.2% | +69.5% | +582.8% | +368.4% |
| All | +56.8% | +104.0% | -47.3% | -5.7% |
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