+185.3%
RNG vs RJF
+7.8%
+177.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.6% | -2.0% |
| 7D | -9.6% | +7.2% | -16.7% | -12.3% |
| 30D | -1.4% | +4.9% | -6.3% | -3.4% |
| 3M | +28.8% | -5.5% | +34.3% | +33.0% |
| 6M | +65.6% | +8.0% | +57.6% | +60.4% |
| YTD | +171.4% | +6.2% | +165.2% | +157.8% |
| 1Y | +185.3% | +7.8% | +177.5% | +169.7% |
| All | +185.3% | +7.8% | +177.5% | +169.7% |
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