+1,127.7%
RSP vs RJF
+2,837.8%
-1,710.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -0.3% | -1.3% | +0.9% | +0.1% |
| 3M | +4.3% | +18.9% | -14.6% | -3.0% |
| 6M | +8.8% | +15.0% | -6.2% | +2.3% |
| YTD | +15.3% | +12.2% | +3.0% | +8.9% |
| 1Y | +18.3% | +5.6% | +12.7% | +14.3% |
| 3Y | +52.8% | +74.9% | -22.1% | +18.3% |
| 5Y | +51.7% | +106.6% | -54.9% | +7.7% |
| 10Y | +208.5% | +433.1% | -224.6% | +43.6% |
| All | +1,127.7% | +2,837.8% | -1,710.0% | +133.5% |
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