+246.9%
RL vs RJF
+105.7%
+141.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.2% | -0.5% |
| 7D | +1.9% | +1.8% | +0.1% | +0.7% |
| 30D | -12.2% | 0.0% | -12.2% | -12.3% |
| 3M | -6.6% | +18.0% | -24.6% | -16.1% |
| 6M | +3.2% | +17.0% | -13.8% | -7.0% |
| YTD | -1.3% | +11.1% | -12.4% | -9.0% |
| 1Y | +13.6% | +8.0% | +5.6% | +6.2% |
| 3Y | +210.9% | +73.3% | +137.6% | +111.0% |
| 5Y | +246.9% | +107.4% | +139.4% | +102.2% |
| All | +246.9% | +105.7% | +141.1% | +102.2% |
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