-24.1%
RKT vs RJF
+285.0%
-309.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -9.0% | +3.6% | -12.5% | -10.3% |
| 30D | +30.2% | +7.2% | +23.0% | +26.7% |
| 3M | -8.8% | -6.5% | -2.3% | -6.4% |
| 6M | -0.9% | +10.3% | -11.2% | -4.9% |
| YTD | -29.2% | +6.5% | -35.7% | -31.5% |
| 1Y | -20.1% | +6.1% | -26.2% | -22.5% |
| 3Y | +81.3% | +74.9% | +6.4% | +41.0% |
| 5Y | -6.6% | +81.3% | -87.9% | -28.5% |
| All | -24.1% | +285.0% | -309.1% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling