+203.4%
RSP vs RJF
+429.5%
-226.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.2% |
| 7D | -3.1% | -4.2% | +1.1% | -1.3% |
| 30D | -3.4% | -3.6% | +0.2% | -1.9% |
| 3M | +3.6% | +15.6% | -12.0% | -3.2% |
| 6M | +9.0% | +17.6% | -8.6% | +0.7% |
| YTD | +12.2% | +9.2% | +3.0% | +6.6% |
| 1Y | +15.6% | +5.5% | +10.0% | +11.2% |
| 3Y | +51.6% | +70.3% | -18.7% | +14.2% |
| 5Y | +50.4% | +106.0% | -55.6% | +0.6% |
| All | +203.4% | +429.5% | -226.1% | +32.2% |
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 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