+1,152.9%
RSP vs RJF
+2,663.3%
-1,510.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | +4.4% | +5.3% | -0.9% | +2.2% |
| 3M | +1.3% | -6.8% | +8.1% | +4.0% |
| 6M | +10.0% | +11.4% | -1.4% | +4.7% |
| YTD | +17.6% | +5.5% | +12.1% | +13.8% |
| 1Y | +19.2% | +3.7% | +15.6% | +16.1% |
| 3Y | +66.0% | +73.4% | -7.4% | +29.0% |
| 5Y | +50.4% | +78.3% | -27.9% | +13.2% |
| 10Y | +215.7% | +328.4% | -112.8% | +60.0% |
| All | +1,152.9% | +2,663.3% | -1,510.4% | +143.9% |
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 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