+124.1%
RPRX vs RJF
+76.7%
+47.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.2% |
| 7D | -2.8% | +1.8% | -4.5% | -2.9% |
| 30D | +7.2% | 0.0% | +7.2% | +7.1% |
| 3M | +10.9% | +18.0% | -7.1% | +9.0% |
| 6M | +34.6% | +17.0% | +17.6% | +32.3% |
| YTD | +59.0% | +11.1% | +47.8% | +56.7% |
| 1Y | +72.5% | +8.0% | +64.6% | +70.4% |
| 3Y | +124.1% | +73.3% | +50.8% | +103.4% |
| All | +124.1% | +76.7% | +47.4% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling