+152.8%
RTX vs RJF
+76.7%
+76.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -3.1% | +1.8% | -4.9% | -3.5% |
| 30D | -10.6% | 0.0% | -10.6% | -10.6% |
| 3M | +11.6% | +18.0% | -6.3% | +7.3% |
| 6M | -4.5% | +17.0% | -21.5% | -8.2% |
| YTD | +9.6% | +11.1% | -1.5% | +6.3% |
| 1Y | +30.8% | +8.0% | +22.9% | +27.6% |
| 3Y | +152.8% | +73.3% | +79.5% | +121.6% |
| All | +152.8% | +76.7% | +76.2% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling