+39.6%
RY vs RJF
+1.0%
+38.6%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -0.9% | +3.6% | -4.5% | -1.7% |
| 30D | +5.9% | +3.5% | +2.3% | +4.9% |
| 3M | -4.3% | -8.9% | +4.6% | -2.1% |
| 6M | +12.1% | +2.9% | +9.2% | +11.6% |
| YTD | +20.3% | +2.8% | +17.4% | +17.4% |
| All | +39.6% | +1.0% | +38.6% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling