-53.4%
S vs RJF
+115.9%
-169.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.6% |
| 7D | +0.1% | -4.2% | +4.2% | +2.8% |
| 30D | -11.8% | -3.6% | -8.2% | -9.8% |
| 3M | +33.9% | +15.6% | +18.3% | +21.8% |
| 6M | +40.1% | +17.6% | +22.5% | +25.4% |
| YTD | +32.1% | +9.2% | +22.9% | +22.7% |
| 1Y | +11.0% | +5.5% | +5.5% | +5.4% |
| 3Y | +16.9% | +70.3% | -53.4% | -22.0% |
| 5Y | -68.9% | +106.0% | -174.9% | -80.6% |
| All | -53.4% | +115.9% | -169.3% | -70.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling