-19.9%
RUN vs RJF
+398.9%
-418.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | -13.5% | +3.6% | -17.1% | -15.4% |
| 30D | +18.3% | +7.2% | +11.1% | +13.2% |
| 3M | -12.5% | -6.5% | -6.0% | -9.3% |
| 6M | -40.3% | +10.3% | -50.6% | -44.7% |
| YTD | -53.1% | +6.5% | -59.6% | -55.2% |
| 1Y | -54.3% | +6.1% | -60.4% | -56.2% |
| 3Y | -6.5% | +74.9% | -81.4% | -38.2% |
| 5Y | -85.3% | +81.3% | -166.6% | -90.3% |
| 10Y | +68.9% | +332.3% | -263.4% | -33.4% |
| All | -19.9% | +398.9% | -418.8% | -68.2% |
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