+74.4%
RJF vs EXR
+51.9%
+22.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.3% |
| 7D | +4.0% | +1.7% | +2.2% | +3.6% |
| 30D | +6.1% | +18.0% | -11.9% | +2.7% |
| 3M | -5.8% | +9.7% | -15.5% | -7.6% |
| 6M | +9.7% | +13.4% | -3.8% | +6.8% |
| YTD | +6.2% | +26.3% | -20.1% | +0.9% |
| 1Y | +5.3% | +27.6% | -22.3% | -0.2% |
| 3Y | +74.4% | +52.2% | +22.3% | +55.6% |
| All | +74.4% | +51.9% | +22.5% | +55.6% |
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