+215.8%
RVTY vs RJF
+326.9%
-111.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -0.5% | +3.6% | -4.0% | -1.6% |
| 30D | +1.5% | +7.2% | -5.7% | -0.9% |
| 3M | +31.5% | -6.5% | +38.0% | +34.0% |
| 6M | +62.7% | +10.3% | +52.4% | +56.1% |
| YTD | +60.0% | +6.5% | +53.5% | +55.0% |
| 1Y | +65.7% | +6.1% | +59.6% | +60.7% |
| 3Y | +85.2% | +74.9% | +10.3% | +50.0% |
| 5Y | -14.9% | +81.3% | -96.2% | -33.1% |
| All | +215.8% | +326.9% | -111.1% | +89.4% |
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