+271.4%
RMBS vs RJF
+103.8%
+167.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | +3.5% | -0.3% | +3.7% | +3.5% |
| 30D | -8.6% | -2.0% | -6.6% | -7.7% |
| 3M | -40.3% | +16.3% | -56.6% | -47.2% |
| 6M | -1.0% | +16.9% | -17.9% | -13.0% |
| YTD | -4.6% | +10.4% | -15.1% | -12.4% |
| 1Y | +17.6% | +7.4% | +10.2% | +10.4% |
| 3Y | +58.6% | +72.2% | -13.6% | +13.2% |
| All | +271.4% | +103.8% | +167.6% | +142.6% |
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