+588.9%
RVMD vs RJF
+104.0%
+484.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | -2.7% | -0.3% | -1.5% |
| 30D | -0.7% | -4.3% | +3.5% | +1.5% |
| 3M | +36.5% | +15.7% | +20.8% | +24.4% |
| 6M | +104.6% | +17.8% | +86.8% | +85.1% |
| YTD | +155.8% | +9.2% | +146.7% | +138.2% |
| 1Y | +340.7% | +2.8% | +337.9% | +324.4% |
| 3Y | +519.9% | +69.5% | +450.5% | +327.4% |
| All | +588.9% | +104.0% | +484.8% | +345.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling