-71.5%
S vs RJF
+105.7%
-177.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.6% |
| 7D | -5.8% | +1.8% | -7.6% | -7.0% |
| 30D | -9.2% | 0.0% | -9.2% | -9.3% |
| 3M | +23.4% | +18.0% | +5.4% | +10.5% |
| 6M | +36.9% | +17.0% | +20.0% | +22.8% |
| YTD | +29.5% | +11.1% | +18.4% | +18.8% |
| 1Y | +5.4% | +8.0% | -2.5% | -1.5% |
| 3Y | +14.7% | +73.3% | -58.6% | -25.5% |
| 5Y | -71.5% | +107.4% | -178.9% | -83.3% |
| All | -71.5% | +105.7% | -177.2% | -83.3% |
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 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