-13.6%
SKDD vs RJF
+1.9%
-15.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.3% | +6.0% | +4.2% |
| 7D | +28.7% | +7.2% | +21.5% | +15.6% |
| 30D | +54.1% | +4.9% | +49.1% | +42.9% |
| 3M | -22.7% | -5.5% | -17.2% | -12.0% |
| All | -13.6% | +1.9% | -15.5% | -17.9% |
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 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 · Available span rolling