+284.7%
RNG vs RJF
+654.0%
-369.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | -4.1% | -0.3% | -3.8% | -3.9% |
| 30D | +8.6% | -2.0% | +10.7% | +9.7% |
| 3M | +78.0% | +16.3% | +61.6% | +66.3% |
| 6M | +67.0% | +16.9% | +50.1% | +55.4% |
| YTD | +142.4% | +10.4% | +132.0% | +130.7% |
| 1Y | +120.4% | +7.4% | +113.0% | +112.3% |
| 3Y | +122.1% | +72.2% | +49.9% | +71.5% |
| 5Y | -69.8% | +105.1% | -175.0% | -78.1% |
| 10Y | +223.4% | +430.9% | -207.5% | +35.6% |
| All | +284.7% | +654.0% | -369.3% | +35.1% |
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