+2,363.2%
RJF vs EXR
+2,662.2%
-299.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -0.9% |
| 7D | -0.6% | -2.6% | +2.0% | +0.9% |
| 30D | -1.3% | -7.2% | +5.9% | +3.0% |
| 3M | +18.9% | -3.5% | +22.4% | +20.9% |
| 6M | +15.0% | -5.3% | +20.3% | +17.6% |
| YTD | +12.2% | +9.4% | +2.9% | +5.2% |
| 1Y | +5.6% | +1.3% | +4.3% | +2.9% |
| 3Y | +74.9% | +22.4% | +52.4% | +44.3% |
| 5Y | +106.6% | -12.2% | +118.9% | +98.3% |
| 10Y | +433.1% | +148.6% | +284.5% | +137.0% |
| All | +2,363.2% | +2,662.2% | -299.1% | +106.4% |
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