-9.7%
RKT vs RJF
+106.2%
-115.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.5% |
| 7D | -1.0% | -0.3% | -0.7% | -0.8% |
| 30D | -2.4% | -2.0% | -0.4% | -1.4% |
| 3M | +1.9% | +16.3% | -14.4% | -5.5% |
| 6M | -13.9% | +16.9% | -30.8% | -20.4% |
| YTD | -30.6% | +10.4% | -41.1% | -34.5% |
| 1Y | -34.4% | +7.4% | -41.8% | -37.3% |
| 3Y | +38.2% | +72.2% | -34.0% | -0.4% |
| 5Y | -9.7% | +105.1% | -114.8% | -43.0% |
| All | -9.7% | +106.2% | -115.8% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling