-16.5%
SLB vs RJF
+342.9%
-359.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | -1.1% |
| 7D | -3.7% | +3.4% | -7.1% | -5.9% |
| 30D | +2.9% | +5.9% | -3.0% | -1.3% |
| 3M | +0.2% | -4.6% | +4.9% | +2.9% |
| 6M | -4.4% | +9.5% | -13.9% | -11.0% |
| YTD | +33.4% | +6.0% | +27.4% | +26.1% |
| 1Y | +40.8% | +4.3% | +36.4% | +34.2% |
| 3Y | +3.2% | +76.6% | -73.4% | -33.7% |
| 5Y | +64.8% | +80.6% | -15.8% | -1.1% |
| All | -16.5% | +342.9% | -359.4% | -69.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling