+1,202.2%
RRC vs RJF
+49,848.3%
-48,646.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.4% |
| 7D | +1.3% | -0.6% | +1.9% | +1.4% |
| 30D | +10.1% | -1.3% | +11.4% | +10.5% |
| 3M | +4.0% | +18.9% | -14.9% | -2.1% |
| 6M | +1.6% | +15.0% | -13.5% | -3.7% |
| YTD | +19.7% | +12.2% | +7.5% | +13.8% |
| 1Y | +21.4% | +5.6% | +15.8% | +17.6% |
| 3Y | +29.7% | +74.9% | -45.2% | +5.1% |
| 5Y | +153.9% | +106.6% | +47.2% | +94.7% |
| 10Y | +10.8% | +433.1% | -422.2% | -35.2% |
| All | +1,202.2% | +49,848.3% | -48,646.1% | +486.8% |
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 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