+6,118.4%
RIO vs RJF
+39,162.2%
-33,043.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.9% | +1.8% | +0.2% | +1.3% |
| 30D | +5.0% | 0.0% | +5.0% | +4.8% |
| 3M | +5.1% | +18.0% | -12.8% | -1.4% |
| 6M | +17.6% | +17.0% | +0.7% | +10.4% |
| YTD | +36.3% | +11.1% | +25.2% | +30.0% |
| 1Y | +71.2% | +8.0% | +63.2% | +64.5% |
| 3Y | +102.7% | +73.3% | +29.4% | +59.8% |
| 5Y | +99.6% | +107.4% | -7.8% | +44.6% |
| 10Y | +603.1% | +428.5% | +174.6% | +248.6% |
| All | +6,118.4% | +39,162.2% | -33,043.8% | +1,214.4% |
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 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