+151.6%
RRC vs RJF
+106.2%
+45.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.1% |
| 7D | -1.7% | -0.3% | -1.5% | -1.7% |
| 30D | +3.6% | -2.0% | +5.6% | +4.4% |
| 3M | +8.8% | +16.3% | -7.5% | +0.5% |
| 6M | +0.8% | +16.9% | -16.1% | -7.7% |
| YTD | +19.0% | +10.4% | +8.5% | +11.0% |
| 1Y | +22.9% | +7.4% | +15.5% | +16.0% |
| 3Y | +32.3% | +72.2% | -39.9% | -8.3% |
| 5Y | +151.6% | +105.1% | +46.5% | +39.2% |
| All | +151.6% | +106.2% | +45.4% | +39.2% |
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