+51.0%
RPRX vs RJF
+272.6%
-221.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.4% | -2.7% | -5.7% | -7.9% |
| 30D | -0.6% | -4.3% | +3.6% | +0.1% |
| 3M | +6.4% | +15.7% | -9.3% | +3.8% |
| 6M | +26.6% | +17.8% | +8.8% | +23.0% |
| YTD | +53.8% | +9.2% | +44.6% | +50.9% |
| 1Y | +62.8% | +2.8% | +60.0% | +61.2% |
| 3Y | +118.0% | +69.5% | +48.6% | +93.4% |
| 5Y | +71.2% | +105.9% | -34.7% | +46.5% |
| All | +51.0% | +272.6% | -221.6% | +25.7% |
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 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