+420.8%
RSG vs RJF
+429.3%
-8.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | 0.0% | -2.7% | +2.7% | +0.7% |
| 30D | +4.0% | -4.3% | +8.2% | +5.1% |
| 3M | +7.4% | +15.7% | -8.4% | +3.2% |
| 6M | +0.1% | +17.8% | -17.7% | -4.5% |
| YTD | +6.0% | +9.2% | -3.2% | +2.9% |
| 1Y | -3.0% | +2.8% | -5.7% | -4.5% |
| 3Y | +56.5% | +69.5% | -13.0% | +30.8% |
| 5Y | +90.9% | +105.9% | -15.0% | +46.0% |
| All | +420.8% | +429.3% | -8.4% | +200.1% |
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