+605.1%
RVMD vs RJF
+196.8%
+408.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | -2.7% | -0.3% | -1.7% |
| 30D | -0.7% | -4.3% | +3.5% | +1.2% |
| 3M | +36.5% | +15.7% | +20.8% | +26.2% |
| 6M | +104.6% | +17.8% | +86.8% | +88.1% |
| YTD | +155.8% | +9.2% | +146.7% | +141.4% |
| 1Y | +340.7% | +2.8% | +337.9% | +327.6% |
| 3Y | +519.9% | +69.5% | +450.5% | +365.5% |
| 5Y | +584.9% | +105.9% | +479.0% | +370.5% |
| All | +605.1% | +196.8% | +408.2% | +272.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling