-44.9%
S vs RJF
+109.9%
-154.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.4% | +4.0% | -2.6% | -0.9% |
| 30D | -10.8% | +6.1% | -17.0% | -14.1% |
| 3M | +5.4% | -5.8% | +11.2% | +8.9% |
| 6M | +41.2% | +9.7% | +31.5% | +32.1% |
| YTD | +56.2% | +6.2% | +50.0% | +47.1% |
| 1Y | +36.3% | +5.3% | +31.0% | +29.0% |
| 3Y | +49.4% | +74.4% | -25.0% | -2.5% |
| 5Y | -66.9% | +81.6% | -148.4% | -79.1% |
| All | -44.9% | +109.9% | -154.8% | -64.7% |
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