-53.9%
RUN vs RJF
+7.8%
-61.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | -1.3% |
| 7D | +18.5% | +7.2% | +11.3% | +13.7% |
| 30D | +15.5% | +4.9% | +10.6% | +12.1% |
| 3M | -20.3% | -5.5% | -14.8% | -18.2% |
| 6M | -30.8% | +8.0% | -38.7% | -35.1% |
| YTD | -52.2% | +6.2% | -58.4% | -54.3% |
| 1Y | -53.9% | +7.8% | -61.7% | -56.1% |
| All | -53.9% | +7.8% | -61.7% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling