+48.7%
RSP vs RJF
+80.1%
-31.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.1% |
| 7D | +0.4% | +3.4% | -2.9% | -0.9% |
| 30D | +3.7% | +5.9% | -2.2% | +1.4% |
| 3M | +0.8% | -4.6% | +5.4% | +2.4% |
| 6M | +9.1% | +9.5% | -0.4% | +4.7% |
| YTD | +16.7% | +6.0% | +10.7% | +12.8% |
| 1Y | +19.7% | +4.3% | +15.4% | +16.2% |
| 3Y | +66.7% | +76.6% | -9.9% | +26.2% |
| 5Y | +48.7% | +80.6% | -31.9% | +7.9% |
| All | +48.7% | +80.1% | -31.5% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling