-17.5%
RUN vs RJF
+425.7%
-443.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.5% |
| 7D | +1.3% | -0.6% | +1.8% | +1.6% |
| 30D | -15.3% | -1.3% | -14.0% | -14.8% |
| 3M | -40.0% | +18.9% | -58.9% | -46.5% |
| 6M | -27.0% | +15.0% | -42.0% | -34.0% |
| YTD | -51.7% | +12.2% | -63.9% | -55.1% |
| 1Y | -45.9% | +5.6% | -51.5% | -48.1% |
| 3Y | -43.8% | +74.9% | -118.6% | -62.2% |
| 5Y | -80.5% | +106.6% | -187.1% | -88.1% |
| 10Y | +45.3% | +433.1% | -387.8% | -48.1% |
| All | -17.5% | +425.7% | -443.1% | -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