+304.8%
RL vs RJF
+428.4%
-123.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -17.5% | -2.0% | -15.5% | -16.5% |
| 3M | -14.0% | +16.3% | -30.3% | -22.4% |
| 6M | -2.0% | +16.9% | -18.9% | -12.0% |
| YTD | -4.6% | +10.4% | -15.0% | -11.9% |
| 1Y | +9.5% | +7.4% | +2.1% | +2.5% |
| 3Y | +200.5% | +72.2% | +128.2% | +102.8% |
| 5Y | +226.3% | +105.1% | +121.2% | +91.9% |
| 10Y | +304.8% | +430.9% | -126.1% | +40.4% |
| All | +304.8% | +428.4% | -123.7% | +40.4% |
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