+46.2%
SLB vs RJF
+7.8%
+38.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.3% | -5.4% | -2.7% |
| 7D | -4.1% | +7.2% | -11.2% | -6.7% |
| 30D | +2.5% | +4.9% | -2.4% | +0.6% |
| 3M | +2.0% | -5.5% | +7.5% | +4.5% |
| 6M | -6.3% | +8.0% | -14.3% | -9.0% |
| YTD | +36.5% | +6.2% | +30.4% | +31.2% |
| 1Y | +46.2% | +7.8% | +38.4% | +39.5% |
| All | +46.2% | +7.8% | +38.4% | +39.5% |
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