-32.9%
RVTY vs RJF
+106.2%
-139.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | +6.7% | -2.0% | +8.8% | +7.4% |
| 3M | +19.0% | +16.3% | +2.7% | +12.1% |
| 6M | +34.6% | +16.9% | +17.7% | +26.6% |
| YTD | +28.3% | +10.4% | +17.8% | +22.6% |
| 1Y | +46.0% | +7.4% | +38.6% | +40.6% |
| 3Y | +16.9% | +72.2% | -55.3% | -6.5% |
| 5Y | -32.9% | +105.1% | -138.0% | -48.1% |
| All | -32.9% | +106.2% | -139.1% | -48.1% |
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