+1,143.3%
RSP vs RJF
+2,674.4%
-1,531.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.0% |
| 7D | +0.4% | +3.4% | -2.9% | -0.9% |
| 30D | +3.7% | +5.9% | -2.2% | +1.3% |
| 3M | +0.8% | -4.6% | +5.4% | +2.5% |
| 6M | +9.1% | +9.5% | -0.4% | +4.6% |
| YTD | +16.7% | +6.0% | +10.7% | +12.7% |
| 1Y | +19.7% | +4.3% | +15.4% | +16.2% |
| 3Y | +66.7% | +76.6% | -9.9% | +28.6% |
| 5Y | +48.7% | +80.6% | -31.9% | +11.4% |
| 10Y | +215.6% | +346.5% | -130.9% | +57.4% |
| All | +1,143.3% | +2,674.4% | -1,531.1% | +141.7% |
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