+22.9%
SBUX vs RJF
+5.1%
+17.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -4.8% |
| 30D | -8.5% | -4.3% | -4.2% | -7.5% |
| 3M | -2.9% | +15.7% | -18.6% | -6.8% |
| 6M | -1.5% | +17.8% | -19.3% | -6.4% |
| YTD | +19.4% | +9.2% | +10.2% | +15.8% |
| 1Y | +22.9% | +2.8% | +20.2% | +20.0% |
| All | +22.9% | +5.1% | +17.9% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling