+64.8%
RPRX vs RJF
+283.0%
-218.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +5.1% | -0.6% | +5.7% | +5.2% |
| 30D | +11.2% | -1.3% | +12.5% | +11.4% |
| 3M | +16.7% | +18.9% | -2.2% | +13.3% |
| 6M | +36.0% | +15.0% | +21.0% | +32.6% |
| YTD | +67.8% | +12.2% | +55.6% | +63.9% |
| 1Y | +76.7% | +5.6% | +71.1% | +74.2% |
| 3Y | +128.1% | +74.9% | +53.3% | +101.3% |
| 5Y | +82.9% | +106.6% | -23.8% | +56.0% |
| All | +64.8% | +283.0% | -218.2% | +36.5% |
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