+2,398.4%
RVTY vs RJF
+49,848.3%
-47,449.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +13.2% | -1.3% | +14.5% | +13.5% |
| 3M | +27.2% | +18.9% | +8.4% | +20.1% |
| 6M | +32.4% | +15.0% | +17.4% | +26.3% |
| YTD | +34.9% | +12.2% | +22.7% | +29.3% |
| 1Y | +52.4% | +5.6% | +46.7% | +48.5% |
| 3Y | +12.3% | +74.9% | -62.6% | -7.3% |
| 5Y | -30.8% | +106.6% | -137.5% | -46.7% |
| 10Y | +150.7% | +433.1% | -282.4% | +36.6% |
| All | +2,398.4% | +49,848.3% | -47,449.9% | +460.9% |
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