-36.9%
RKT vs RJF
+6.3%
-43.2%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.3% |
| 7D | -7.2% | -4.2% | -3.1% | -5.6% |
| 30D | -7.9% | -3.6% | -4.3% | -6.6% |
| 3M | +5.2% | +15.6% | -10.5% | -0.4% |
| 6M | -14.9% | +17.6% | -32.5% | -20.2% |
| YTD | -31.9% | +9.2% | -41.1% | -36.1% |
| 1Y | -36.9% | +5.5% | -42.4% | -41.0% |
| All | -36.9% | +6.3% | -43.2% | -41.0% |
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