+1,395.2%
RL vs RJF
+4,729.2%
-3,333.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.7% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -7.8% | -1.3% | -6.5% | -7.3% |
| 3M | -4.0% | +18.9% | -22.9% | -11.2% |
| 6M | -1.9% | +15.0% | -16.9% | -8.0% |
| YTD | -0.2% | +12.2% | -12.4% | -5.8% |
| 1Y | +10.7% | +5.6% | +5.0% | +7.0% |
| 3Y | +210.8% | +74.9% | +135.9% | +140.4% |
| 5Y | +238.2% | +106.6% | +131.6% | +143.1% |
| 10Y | +313.4% | +433.1% | -119.7% | +101.2% |
| All | +1,395.2% | +4,729.2% | -3,333.9% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling