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  • RUN vs RJF✓SelectedUSD · RJFRUN vs RJF performance historyLatest closeAs of+3.71%09/08
Stock and ETF performance explorer

RUN vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-14.4%
RJF return
+420.5%
Excess return
-434.9%
Maximum drawdown
-94.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+3.7%-1.0%+4.7%+4.3%
7D+10.2%+1.8%+8.4%+9.0%
30D-9.6%0.0%-9.6%-9.8%
3M-31.5%+18.0%-49.5%-38.6%
6M-18.7%+17.0%-35.7%-27.3%
YTD-49.9%+11.1%-61.0%-53.2%
1Y-45.5%+8.0%-53.5%-48.3%
3Y-34.1%+73.3%-107.4%-55.5%
5Y-79.4%+107.4%-186.9%-87.5%
10Y+48.9%+428.5%-379.5%-46.5%
All-14.4%+420.5%-434.9%-66.8%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling