+216.2%
RL vs RJF
+77.4%
+138.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.9% |
| 7D | -0.8% | -0.6% | -0.2% | -0.5% |
| 30D | -7.8% | -1.3% | -6.5% | -7.2% |
| 3M | -4.0% | +18.9% | -22.9% | -13.1% |
| 6M | -1.9% | +15.0% | -16.9% | -9.7% |
| YTD | -0.2% | +12.2% | -12.4% | -7.8% |
| 1Y | +10.7% | +5.6% | +5.0% | +5.6% |
| All | +216.2% | +77.4% | +138.9% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling