-14.4%
SLB vs RJF
+323.5%
-337.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.6% | +1.5% | +1.1% | +1.5% |
| 30D | +4.4% | +6.7% | -2.3% | -0.4% |
| 3M | -2.7% | -7.3% | +4.6% | +1.7% |
| 6M | -7.5% | +9.8% | -17.3% | -14.0% |
| YTD | +34.8% | +5.6% | +29.2% | +27.7% |
| 1Y | +44.6% | +2.3% | +42.3% | +39.7% |
| 3Y | +3.2% | +73.6% | -70.4% | -33.0% |
| 5Y | +73.6% | +79.9% | -6.3% | +4.3% |
| All | -14.4% | +323.5% | -337.9% | -68.7% |
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