+1,049.0%
RMBS vs RJF
+5,140.3%
-4,091.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.6% | +2.2% |
| 7D | +3.0% | +1.8% | +1.2% | +1.9% |
| 30D | -14.4% | 0.0% | -14.4% | -14.7% |
| 3M | -42.8% | +18.0% | -60.8% | -48.6% |
| 6M | -1.4% | +17.0% | -18.4% | -11.0% |
| YTD | -5.4% | +11.1% | -16.6% | -11.8% |
| 1Y | +18.6% | +8.0% | +10.6% | +12.7% |
| 3Y | +57.3% | +73.3% | -16.0% | +15.6% |
| 5Y | +265.7% | +107.4% | +158.3% | +137.8% |
| 10Y | +546.0% | +428.5% | +117.5% | +132.7% |
| All | +1,049.0% | +5,140.3% | -4,091.3% | -27.2% |
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 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