+345.8%
RIO vs RJF
+326.9%
+18.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -0.9% | +3.6% | -4.5% | -2.4% |
| 30D | -9.1% | +7.2% | -16.3% | -11.8% |
| 3M | -13.7% | -6.5% | -7.2% | -11.5% |
| 6M | -24.3% | +10.3% | -34.6% | -27.9% |
| YTD | +8.9% | +6.5% | +2.4% | +4.7% |
| 1Y | +22.7% | +6.1% | +16.5% | +18.0% |
| 3Y | +51.2% | +74.9% | -23.7% | +11.8% |
| 5Y | +88.1% | +81.3% | +6.8% | +32.7% |
| All | +345.8% | +326.9% | +18.9% | +111.5% |
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