-35.9%
RUN vs RJF
+71.0%
-106.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -3.9% | -4.2% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -10.8% | -2.0% | -8.8% | -10.0% |
| 3M | -30.2% | +16.3% | -46.5% | -36.0% |
| 6M | -22.3% | +16.9% | -39.2% | -29.7% |
| YTD | -52.2% | +10.4% | -62.6% | -54.6% |
| 1Y | -45.1% | +7.4% | -52.5% | -47.2% |
| All | -35.9% | +71.0% | -106.8% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling