-22.1%
RMD vs RJF
+106.2%
-128.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -4.7% | -0.3% | -4.5% | -4.7% |
| 30D | +0.2% | -2.0% | +2.3% | +0.9% |
| 3M | +12.0% | +16.3% | -4.3% | +6.7% |
| 6M | -12.5% | +16.9% | -29.4% | -16.9% |
| YTD | -7.9% | +10.4% | -18.4% | -11.0% |
| 1Y | -20.4% | +7.4% | -27.8% | -22.5% |
| 3Y | +53.1% | +72.2% | -19.1% | +25.7% |
| 5Y | -22.1% | +105.1% | -127.2% | -37.6% |
| All | -22.1% | +106.2% | -128.3% | -37.6% |
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