+1,601.6%
RL vs RJF
+4,460.6%
-2,859.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.1% | +2.8% | +4.5% |
| 7D | +0.2% | +3.4% | -3.1% | -1.1% |
| 30D | +7.3% | +5.9% | +1.4% | +4.8% |
| 3M | +1.0% | -4.6% | +5.7% | +3.1% |
| 6M | +11.8% | +9.5% | +2.3% | +7.1% |
| YTD | +13.6% | +6.0% | +7.6% | +9.9% |
| 1Y | +24.0% | +4.3% | +19.7% | +20.7% |
| 3Y | +256.6% | +76.6% | +180.0% | +175.4% |
| 5Y | +240.2% | +80.6% | +159.6% | +159.3% |
| 10Y | +373.0% | +346.5% | +26.5% | +147.6% |
| All | +1,601.6% | +4,460.6% | -2,859.1% | +233.7% |
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