+73.3%
RJF vs EXR
+23.6%
+49.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.8% | -0.7% | +2.4% | +1.9% |
| 30D | 0.0% | -6.9% | +6.9% | +1.5% |
| 3M | +18.0% | -3.0% | +21.0% | +18.6% |
| 6M | +17.0% | -2.9% | +19.9% | +17.3% |
| YTD | +11.1% | +9.3% | +1.8% | +8.4% |
| 1Y | +8.0% | -0.9% | +8.9% | +7.5% |
| 3Y | +73.3% | +24.7% | +48.6% | +64.9% |
| All | +73.3% | +23.6% | +49.7% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling