+2,216.9%
RJF vs EXR
+3,095.3%
-878.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.7% |
| 7D | -0.9% | -1.1% | +0.2% | -0.3% |
| 30D | +5.3% | +18.8% | -13.4% | -4.4% |
| 3M | -6.8% | +9.9% | -16.8% | -11.8% |
| 6M | +11.4% | +12.6% | -1.2% | +3.5% |
| YTD | +5.5% | +26.5% | -20.9% | -8.9% |
| 1Y | +3.7% | +24.5% | -20.8% | -9.9% |
| 3Y | +73.4% | +52.4% | +21.0% | +26.6% |
| 5Y | +78.3% | -1.5% | +79.9% | +61.2% |
| 10Y | +328.4% | +216.0% | +112.5% | +66.3% |
| All | +2,216.9% | +3,095.3% | -878.4% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling