+73.7%
RIO vs RJF
+7.8%
+65.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +4.0% | -1.3% | +5.2% | +4.2% |
| 3M | +0.1% | +18.9% | -18.7% | -3.6% |
| 6M | +12.7% | +15.0% | -2.3% | +8.9% |
| YTD | +35.6% | +12.2% | +23.3% | +31.4% |
| 1Y | +73.7% | +5.6% | +68.1% | +66.4% |
| All | +73.7% | +7.8% | +65.9% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling