+11,000.4%
RY vs RJF
+8,479.3%
+2,521.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -0.9% | +3.6% | -4.5% | -2.0% |
| 30D | +5.9% | +3.5% | +2.3% | +4.7% |
| 3M | -4.3% | -8.9% | +4.6% | -1.5% |
| 6M | +12.1% | +2.9% | +9.2% | +10.7% |
| YTD | +20.3% | +2.8% | +17.4% | +18.3% |
| 1Y | +41.0% | +2.7% | +38.3% | +38.7% |
| 3Y | +157.5% | +69.3% | +88.2% | +112.0% |
| 5Y | +123.2% | +75.0% | +48.2% | +78.8% |
| 10Y | +365.7% | +378.5% | -12.8% | +161.4% |
| All | +11,000.4% | +8,479.3% | +2,521.0% | +2,361.2% |
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 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