+273.7%
RMD vs RJF
+429.5%
-155.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.2% |
| 7D | -4.2% | -4.2% | 0.0% | -2.7% |
| 30D | -2.1% | -3.6% | +1.5% | -0.8% |
| 3M | +13.8% | +15.6% | -1.9% | +8.2% |
| 6M | -10.6% | +17.6% | -28.2% | -15.6% |
| YTD | -8.1% | +9.2% | -17.3% | -11.1% |
| 1Y | -18.0% | +5.5% | -23.5% | -19.8% |
| 3Y | +52.9% | +70.3% | -17.5% | +23.7% |
| 5Y | -22.3% | +106.0% | -128.3% | -42.5% |
| All | +273.7% | +429.5% | -155.8% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling