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  • S vs RJF✓SelectedUSD · RJFS vs RJF performance historyLatest closeAs of-2.26%09/08
Stock and ETF performance explorer

S vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14.7%
RJF return
+76.7%
Excess return
-62.0%
Maximum drawdown
-60.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-2.3%-1.0%-1.3%-1.7%
7D-5.8%+1.8%-7.6%-6.8%
30D-9.2%0.0%-9.2%-9.2%
3M+23.4%+18.0%+5.4%+12.1%
6M+36.9%+17.0%+20.0%+24.4%
YTD+29.5%+11.1%+18.4%+19.9%
1Y+5.4%+8.0%-2.5%-0.8%
3Y+14.7%+73.3%-58.6%-21.9%
All+14.7%+76.7%-62.0%-21.9%

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 3y: 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…

3y analysis · Full analysis span regression · 6 months rolling