+584.5%
RIO vs RJF
+429.3%
+155.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.2% | -2.7% | -0.5% | -2.1% |
| 30D | +0.9% | -4.3% | +5.2% | +2.7% |
| 3M | -1.4% | +15.7% | -17.2% | -7.8% |
| 6M | +10.9% | +17.8% | -6.9% | +2.7% |
| YTD | +31.2% | +9.2% | +22.0% | +25.0% |
| 1Y | +67.9% | +2.8% | +65.1% | +63.7% |
| 3Y | +88.8% | +69.5% | +19.3% | +41.6% |
| 5Y | +93.1% | +105.9% | -12.8% | +27.8% |
| All | +584.5% | +429.3% | +155.2% | +161.2% |
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 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