-68.6%
RNG vs RJF
+104.0%
-172.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -6.1% | -2.7% | -3.4% | -4.3% |
| 30D | +9.6% | -4.3% | +13.9% | +12.9% |
| 3M | +83.3% | +15.7% | +67.6% | +66.1% |
| 6M | +77.9% | +17.8% | +60.1% | +58.5% |
| YTD | +139.9% | +9.2% | +130.8% | +123.4% |
| 1Y | +121.7% | +2.8% | +118.9% | +115.1% |
| 3Y | +121.9% | +69.5% | +52.4% | +42.6% |
| All | -68.6% | +104.0% | -172.6% | -82.4% |
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