+77.9%
RPRX vs RJF
+106.2%
-28.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -4.0% | -0.3% | -3.7% | -3.9% |
| 30D | +4.9% | -2.0% | +7.0% | +5.3% |
| 3M | +9.4% | +16.3% | -7.0% | +6.1% |
| 6M | +33.3% | +16.9% | +16.4% | +29.0% |
| YTD | +59.0% | +10.4% | +48.5% | +55.1% |
| 1Y | +69.2% | +7.4% | +61.8% | +65.8% |
| 3Y | +124.1% | +72.2% | +51.9% | +91.5% |
| 5Y | +77.9% | +105.1% | -27.3% | +40.2% |
| All | +77.9% | +106.2% | -28.3% | +40.2% |
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