-18.0%
RMD vs RJF
+6.3%
-24.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | -4.2% | -4.2% | 0.0% | -2.2% |
| 30D | -2.1% | -3.6% | +1.5% | -0.4% |
| 3M | +13.8% | +15.6% | -1.9% | +6.9% |
| 6M | -10.6% | +17.6% | -28.2% | -16.7% |
| YTD | -8.1% | +9.2% | -17.3% | -11.3% |
| 1Y | -18.0% | +5.5% | -23.5% | -20.1% |
| All | -18.0% | +6.3% | -24.2% | -20.1% |
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