+13.3%
RMBS vs RJF
+7.8%
+5.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.2% |
| 7D | -0.3% | -0.6% | +0.2% | -0.1% |
| 30D | -12.2% | -1.3% | -10.9% | -11.7% |
| 3M | -49.5% | +18.9% | -68.4% | -56.7% |
| 6M | -7.1% | +15.0% | -22.2% | -18.4% |
| YTD | -7.0% | +12.2% | -19.2% | -16.9% |
| 1Y | +13.3% | +5.6% | +7.7% | +10.9% |
| All | +13.3% | +7.8% | +5.5% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling