+65.0%
RRC vs RJF
+326.9%
-262.0%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | +6.4% | +3.6% | +2.8% | +4.0% |
| 30D | +23.9% | +7.2% | +16.6% | +18.0% |
| 3M | +30.2% | -6.5% | +36.7% | +34.8% |
| 6M | +26.3% | +10.3% | +15.9% | +16.6% |
| YTD | +48.1% | +6.5% | +41.6% | +37.2% |
| 1Y | +37.7% | +6.1% | +31.6% | +27.8% |
| 3Y | +60.3% | +74.9% | -14.6% | +0.5% |
| 5Y | +135.3% | +81.3% | +54.0% | +37.6% |
| All | +65.0% | +326.9% | -262.0% | -46.8% |
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