+518.6%
RVMD vs RJF
+69.1%
+449.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.5% |
| 7D | -3.6% | -4.2% | +0.6% | -1.4% |
| 30D | -1.1% | -3.6% | +2.5% | +0.7% |
| 3M | +41.0% | +15.6% | +25.4% | +28.9% |
| 6M | +105.7% | +17.6% | +88.1% | +86.9% |
| YTD | +155.3% | +9.2% | +146.1% | +137.2% |
| 1Y | +402.7% | +5.5% | +397.2% | +376.5% |
| All | +518.6% | +69.1% | +449.6% | +260.3% |
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