+10,266.7%
RTX vs RJF
+49,848.3%
-39,581.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -5.2% | -0.6% | -4.6% | -5.0% |
| 30D | -9.4% | -1.3% | -8.1% | -9.1% |
| 3M | +12.3% | +18.9% | -6.6% | +6.3% |
| 6M | -3.1% | +15.0% | -18.2% | -7.6% |
| YTD | +10.7% | +12.2% | -1.5% | +6.1% |
| 1Y | +28.4% | +5.6% | +22.8% | +25.2% |
| 3Y | +147.1% | +74.9% | +72.2% | +102.1% |
| 5Y | +167.2% | +106.6% | +60.6% | +103.9% |
| 10Y | +274.7% | +433.1% | -158.3% | +112.8% |
| All | +10,266.7% | +49,848.3% | -39,581.6% | +1,825.9% |
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