-27.0%
RKT vs RJF
+294.8%
-321.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -7.2% | -4.2% | -3.1% | -5.7% |
| 30D | -7.9% | -3.6% | -4.3% | -6.5% |
| 3M | +5.2% | +15.6% | -10.5% | -0.8% |
| 6M | -14.9% | +17.6% | -32.5% | -20.4% |
| YTD | -31.9% | +9.2% | -41.1% | -34.7% |
| 1Y | -36.9% | +5.5% | -42.4% | -38.7% |
| 3Y | +35.7% | +70.3% | -34.6% | +6.8% |
| 5Y | -9.7% | +106.0% | -115.7% | -31.6% |
| All | -27.0% | +294.8% | -321.8% | -60.3% |
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