-53.2%
S vs RJF
+121.9%
-175.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.4% |
| 7D | -7.7% | -0.6% | -7.1% | -7.4% |
| 30D | -5.3% | -1.3% | -4.1% | -4.7% |
| 3M | +20.3% | +18.9% | +1.4% | +7.5% |
| 6M | +47.4% | +15.0% | +32.3% | +33.8% |
| YTD | +32.5% | +12.2% | +20.3% | +21.1% |
| 1Y | +9.5% | +5.6% | +3.9% | +3.9% |
| 3Y | +15.5% | +74.9% | -59.3% | -24.2% |
| 5Y | -71.2% | +106.6% | -177.9% | -82.3% |
| All | -53.2% | +121.9% | -175.1% | -71.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling