+215.0%
RNG vs RJF
+429.3%
-214.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -6.1% | -2.7% | -3.4% | -5.0% |
| 30D | +9.6% | -4.3% | +13.9% | +11.6% |
| 3M | +83.3% | +15.7% | +67.6% | +72.8% |
| 6M | +77.9% | +17.8% | +60.1% | +66.2% |
| YTD | +139.9% | +9.2% | +130.8% | +130.5% |
| 1Y | +121.7% | +2.8% | +118.9% | +118.2% |
| 3Y | +121.9% | +69.5% | +52.4% | +77.6% |
| 5Y | -68.4% | +105.9% | -174.3% | -75.9% |
| All | +215.0% | +429.3% | -214.3% | +90.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling