-45.9%
RUN vs RJF
+7.8%
-53.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.3% |
| 7D | +1.3% | -0.6% | +1.8% | +1.5% |
| 30D | -15.3% | -1.3% | -14.0% | -14.8% |
| 3M | -40.0% | +18.9% | -58.9% | -45.9% |
| 6M | -27.0% | +15.0% | -42.0% | -33.2% |
| YTD | -51.7% | +12.2% | -63.9% | -53.8% |
| 1Y | -45.9% | +5.6% | -51.5% | -49.5% |
| All | -45.9% | +7.8% | -53.7% | -49.5% |
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