+10,141.2%
RTX vs RJF
+46,927.3%
-36,786.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +3.4% | +1.5% | +1.9% | +2.9% |
| 30D | +8.4% | +6.7% | +1.7% | +6.1% |
| 3M | -10.7% | -7.3% | -3.3% | -8.6% |
| 6M | +11.7% | +9.8% | +2.0% | +8.2% |
| YTD | +9.3% | +5.6% | +3.7% | +6.7% |
| 1Y | +13.3% | +2.3% | +11.0% | +11.6% |
| 3Y | +156.1% | +73.6% | +82.5% | +110.2% |
| 5Y | +148.5% | +79.9% | +68.7% | +98.0% |
| 10Y | +263.6% | +328.8% | -65.2% | +119.9% |
| All | +10,141.2% | +46,927.3% | -36,786.1% | +1,836.7% |
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