+280.0%
RTX vs RJF
+429.5%
-149.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | -2.0% | -4.2% | +2.2% | 0.0% |
| 30D | -11.2% | -3.6% | -7.6% | -9.7% |
| 3M | +12.0% | +15.6% | -3.6% | +4.4% |
| 6M | -3.6% | +17.6% | -21.2% | -11.1% |
| YTD | +9.2% | +9.2% | 0.0% | +3.5% |
| 1Y | +29.7% | +5.5% | +24.2% | +24.7% |
| 3Y | +152.0% | +70.3% | +81.6% | +83.9% |
| 5Y | +165.8% | +106.0% | +59.7% | +66.8% |
| All | +280.0% | +429.5% | -149.4% | +53.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling