-42.2%
RIG vs RJF
+429.3%
-471.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.1% | -2.7% | -0.4% | -0.8% |
| 30D | -0.5% | -4.3% | +3.7% | +2.8% |
| 3M | -6.0% | +15.7% | -21.7% | -18.5% |
| 6M | -10.1% | +17.8% | -27.9% | -24.2% |
| YTD | +37.3% | +9.2% | +28.1% | +23.3% |
| 1Y | +73.9% | +2.8% | +71.2% | +63.9% |
| 3Y | -30.2% | +69.5% | -99.6% | -59.7% |
| 5Y | +62.5% | +105.9% | -43.5% | -24.5% |
| All | -42.2% | +429.3% | -471.5% | -86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling