-10.4%
RKT vs RJF
+7.8%
-18.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.3% | +4.3% | +6.7% |
| 7D | +29.7% | +7.2% | +22.6% | +25.9% |
| 30D | +28.5% | +4.9% | +23.6% | +25.7% |
| 3M | +6.4% | -5.5% | +11.9% | +8.2% |
| 6M | +7.1% | +8.0% | -0.8% | +4.3% |
| YTD | -22.5% | +6.2% | -28.6% | -27.6% |
| 1Y | -10.4% | +7.8% | -18.2% | -17.9% |
| All | -10.4% | +7.8% | -18.3% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling