+2.6%
RRC vs RJF
+429.3%
-426.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.8% | -2.7% | +0.9% | -0.1% |
| 30D | +2.7% | -4.3% | +6.9% | +5.3% |
| 3M | +8.8% | +15.7% | -6.9% | -1.8% |
| 6M | -1.2% | +17.8% | -19.0% | -12.7% |
| YTD | +17.6% | +9.2% | +8.4% | +7.8% |
| 1Y | +18.4% | +2.8% | +15.7% | +12.6% |
| 3Y | +33.1% | +69.5% | -36.4% | -14.3% |
| 5Y | +148.2% | +105.9% | +42.2% | +33.3% |
| All | +2.6% | +429.3% | -426.7% | -72.9% |
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