-41.5%
RIG vs RJF
+13,423.7%
-13,465.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.1% |
| 7D | -2.7% | +1.8% | -4.5% | -3.5% |
| 30D | +9.5% | 0.0% | +9.5% | +9.3% |
| 3M | -6.6% | +18.0% | -24.6% | -13.7% |
| 6M | -2.9% | +17.0% | -19.8% | -10.2% |
| YTD | +39.5% | +11.1% | +28.4% | +31.9% |
| 1Y | +82.3% | +8.0% | +74.3% | +74.2% |
| 3Y | -29.6% | +73.3% | -102.9% | -45.0% |
| 5Y | +63.2% | +107.4% | -44.2% | +19.5% |
| 10Y | -45.0% | +428.5% | -473.5% | -69.5% |
| All | -41.5% | +13,423.7% | -13,465.2% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling