+56.2%
RIG vs RJF
+104.0%
-47.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.1% | -2.7% | -0.4% | -1.2% |
| 30D | -0.5% | -4.3% | +3.7% | +2.2% |
| 3M | -6.0% | +15.7% | -21.7% | -16.5% |
| 6M | -10.1% | +17.8% | -27.9% | -22.0% |
| YTD | +37.3% | +9.2% | +28.1% | +26.0% |
| 1Y | +73.9% | +2.8% | +71.2% | +66.4% |
| 3Y | -30.2% | +69.5% | -99.6% | -56.2% |
| All | +56.2% | +104.0% | -47.8% | -24.2% |
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