+134.7%
RVTY vs RJF
+429.5%
-294.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.0% |
| 7D | -7.4% | -4.2% | -3.2% | -6.1% |
| 30D | +4.5% | -3.6% | +8.1% | +5.7% |
| 3M | +19.5% | +15.6% | +3.8% | +13.3% |
| 6M | +34.1% | +17.6% | +16.5% | +26.4% |
| YTD | +25.3% | +9.2% | +16.0% | +20.7% |
| 1Y | +47.0% | +5.5% | +41.5% | +43.0% |
| 3Y | +14.1% | +70.3% | -56.2% | -6.6% |
| 5Y | -34.6% | +106.0% | -140.6% | -50.6% |
| All | +134.7% | +429.5% | -294.8% | +24.7% |
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 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