-54.3%
S vs RJF
+118.4%
-172.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -12.6% | -2.0% | -10.5% | -11.5% |
| 3M | +27.6% | +16.3% | +11.2% | +15.6% |
| 6M | +35.5% | +16.9% | +18.6% | +21.8% |
| YTD | +29.6% | +10.4% | +19.2% | +19.6% |
| 1Y | +8.1% | +7.4% | +0.7% | +1.5% |
| 3Y | +14.8% | +72.2% | -57.5% | -24.0% |
| 5Y | -70.6% | +105.1% | -175.7% | -81.7% |
| All | -54.3% | +118.4% | -172.6% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling