+430.9%
RJF vs EXR
+144.7%
+286.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.2% |
| 7D | -0.3% | -3.1% | +2.8% | +0.7% |
| 30D | -2.0% | -7.5% | +5.5% | +0.3% |
| 3M | +16.3% | -7.5% | +23.8% | +18.9% |
| 6M | +16.9% | -5.2% | +22.1% | +18.4% |
| YTD | +10.4% | +6.5% | +3.9% | +7.6% |
| 1Y | +7.4% | -2.0% | +9.4% | +7.2% |
| 3Y | +72.2% | +21.5% | +50.7% | +56.0% |
| 5Y | +105.1% | -11.5% | +116.6% | +103.5% |
| 10Y | +430.9% | +148.0% | +282.9% | +319.3% |
| All | +430.9% | +144.7% | +286.2% | +319.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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