+241.0%
RVMD vs RJF
+7.8%
+233.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +1.7% |
| 7D | +5.8% | +7.2% | -1.3% | +3.9% |
| 30D | -3.8% | +4.9% | -8.7% | -5.0% |
| 3M | +3.2% | -5.5% | +8.8% | +4.8% |
| 6M | +35.0% | +8.0% | +27.1% | +31.3% |
| YTD | +150.7% | +6.2% | +144.6% | +132.6% |
| 1Y | +241.0% | +7.8% | +233.2% | +214.7% |
| All | +241.0% | +7.8% | +233.1% | +214.7% |
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