-28.9%
RIG vs RJF
+69.1%
-98.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.7% |
| 7D | -4.2% | -4.2% | 0.0% | -1.7% |
| 30D | -0.7% | -3.6% | +2.9% | +1.2% |
| 3M | -4.0% | +15.6% | -19.6% | -13.2% |
| 6M | -6.3% | +17.6% | -23.9% | -17.0% |
| YTD | +39.7% | +9.2% | +30.5% | +30.1% |
| 1Y | +78.1% | +5.5% | +72.6% | +68.9% |
| All | -28.9% | +69.1% | -98.0% | -51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling