+3,794.9%
RRX vs RJF
+49,058.3%
-45,263.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -8.0% | -2.0% | -5.9% | -7.3% |
| 3M | -25.1% | +16.3% | -41.4% | -29.5% |
| 6M | -18.3% | +16.9% | -35.2% | -23.1% |
| YTD | +14.2% | +10.4% | +3.7% | +9.3% |
| 1Y | +13.0% | +7.4% | +5.6% | +9.5% |
| 3Y | +4.2% | +72.2% | -68.0% | -14.9% |
| 5Y | +17.9% | +105.1% | -87.2% | -10.4% |
| 10Y | +220.4% | +430.9% | -210.5% | +75.4% |
| All | +3,794.9% | +49,058.3% | -45,263.4% | +777.5% |
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