+11,448.1%
RY vs RJF
+9,263.0%
+2,185.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +3.1% | -0.6% | +3.7% | +3.3% |
| 30D | -0.3% | -1.3% | +0.9% | 0.0% |
| 3M | +8.7% | +18.9% | -10.2% | +2.6% |
| 6M | +28.5% | +15.0% | +13.5% | +22.5% |
| YTD | +25.1% | +12.2% | +12.9% | +19.7% |
| 1Y | +46.3% | +5.6% | +40.7% | +42.5% |
| 3Y | +154.9% | +74.9% | +80.1% | +107.7% |
| 5Y | +140.3% | +106.6% | +33.6% | +82.5% |
| 10Y | +377.0% | +433.1% | -56.0% | +158.7% |
| All | +11,448.1% | +9,263.0% | +2,185.2% | +2,391.2% |
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