+618.6%
RVMD vs RJF
+200.3%
+418.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -0.7% | -0.3% | -0.5% | -0.6% |
| 30D | +0.3% | -2.0% | +2.4% | +1.1% |
| 3M | +38.9% | +16.3% | +22.5% | +28.0% |
| 6M | +108.1% | +16.9% | +91.2% | +92.0% |
| YTD | +160.7% | +10.4% | +150.3% | +144.7% |
| 1Y | +407.3% | +7.4% | +399.9% | +382.2% |
| 3Y | +546.6% | +72.2% | +474.4% | +381.7% |
| 5Y | +579.8% | +105.1% | +474.7% | +367.3% |
| All | +618.6% | +200.3% | +418.3% | +278.0% |
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