+373.9%
RY vs RJF
+428.9%
-55.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +2.7% | +1.8% | +1.0% | +2.0% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | +7.6% | +18.0% | -10.3% | +0.6% |
| 6M | +29.5% | +17.0% | +12.5% | +21.1% |
| YTD | +24.2% | +11.1% | +13.1% | +18.0% |
| 1Y | +46.4% | +8.0% | +38.4% | +40.3% |
| 3Y | +159.4% | +73.3% | +86.1% | +99.1% |
| 5Y | +141.8% | +107.4% | +34.4% | +67.0% |
| 10Y | +373.9% | +428.5% | -54.6% | +111.2% |
| All | +373.9% | +428.9% | -55.0% | +111.2% |
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