-66.9%
S vs RJF
+81.1%
-147.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +1.4% | +4.0% | -2.6% | -1.0% |
| 30D | -10.8% | +6.1% | -17.0% | -14.3% |
| 3M | +5.4% | -5.8% | +11.2% | +9.0% |
| 6M | +41.2% | +9.7% | +31.5% | +31.6% |
| YTD | +56.2% | +6.2% | +50.0% | +46.6% |
| 1Y | +36.3% | +5.3% | +31.0% | +28.6% |
| 3Y | +49.4% | +74.4% | -25.0% | -5.7% |
| 5Y | -66.9% | +81.6% | -148.4% | -80.7% |
| All | -66.9% | +81.1% | -147.9% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling