+19.2%
RSP vs RJF
+4.7%
+14.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | +4.4% | +5.3% | -0.9% | +3.2% |
| 3M | +1.3% | -6.8% | +8.1% | +2.6% |
| 6M | +10.0% | +11.4% | -1.4% | +7.2% |
| YTD | +17.6% | +5.5% | +12.1% | +14.1% |
| 1Y | +19.2% | +3.7% | +15.6% | +16.2% |
| All | +19.2% | +4.7% | +14.5% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling