+41,132.7%
RMD vs RJF
+11,338.4%
+29,794.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -5.0% | -0.6% | -4.4% | -4.8% |
| 30D | +2.2% | -1.3% | +3.5% | +2.6% |
| 3M | +17.8% | +18.9% | -1.0% | +12.2% |
| 6M | -11.3% | +15.0% | -26.4% | -14.9% |
| YTD | -4.4% | +12.2% | -16.6% | -7.7% |
| 1Y | -15.7% | +5.6% | -21.4% | -17.3% |
| 3Y | +47.7% | +74.9% | -27.1% | +23.7% |
| 5Y | -19.2% | +106.6% | -125.9% | -36.4% |
| 10Y | +280.4% | +433.1% | -152.7% | +120.2% |
| All | +41,132.7% | +11,338.4% | +29,794.3% | +9,582.5% |
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