+79.1%
RPRX vs RJF
+263.5%
-184.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +3.3% | +3.6% | -0.2% | +2.7% |
| 30D | +17.9% | +7.2% | +10.7% | +16.5% |
| 3M | +19.2% | -6.5% | +25.7% | +20.4% |
| 6M | +31.7% | +10.3% | +21.4% | +29.3% |
| YTD | +82.5% | +6.5% | +76.0% | +79.7% |
| 1Y | +78.4% | +6.1% | +72.3% | +75.7% |
| 3Y | +177.0% | +74.9% | +102.1% | +143.7% |
| 5Y | +86.5% | +81.3% | +5.1% | +61.4% |
| All | +79.1% | +263.5% | -184.4% | +49.6% |
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