+9.5%
S vs RJF
+7.8%
+1.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | -7.7% | -0.6% | -7.1% | -7.5% |
| 30D | -5.3% | -1.3% | -4.1% | -4.9% |
| 3M | +20.3% | +18.9% | +1.4% | +12.9% |
| 6M | +47.4% | +15.0% | +32.3% | +38.4% |
| YTD | +32.5% | +12.2% | +20.3% | +22.3% |
| 1Y | +9.5% | +5.6% | +3.9% | +3.2% |
| All | +9.5% | +7.8% | +1.7% | +3.2% |
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 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