+43,155.5%
RMD vs RJF
+10,669.5%
+32,486.0%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +0.1% | +1.5% | -1.4% | -0.3% |
| 30D | +1.9% | +6.7% | -4.8% | +0.1% |
| 3M | +6.3% | -7.3% | +13.7% | +8.6% |
| 6M | +18.2% | +9.8% | +8.5% | +15.1% |
| YTD | +0.3% | +5.6% | -5.4% | -1.5% |
| 1Y | -4.3% | +2.3% | -6.5% | -5.1% |
| 3Y | +71.3% | +73.6% | -2.3% | +44.0% |
| 5Y | -1.8% | +79.9% | -81.7% | -19.5% |
| 10Y | +344.6% | +328.8% | +15.8% | +173.5% |
| All | +43,155.5% | +10,669.5% | +32,486.0% | +10,233.3% |
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