-5.9%
SLB vs RJF
+429.5%
-435.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.1% |
| 7D | -2.4% | -4.2% | +1.7% | +0.3% |
| 30D | +4.9% | -3.6% | +8.5% | +7.3% |
| 3M | +1.4% | +15.6% | -14.2% | -8.3% |
| 6M | +17.6% | +17.6% | 0.0% | +5.0% |
| YTD | +48.3% | +9.2% | +39.1% | +38.1% |
| 1Y | +58.7% | +5.5% | +53.2% | +50.5% |
| 3Y | +0.6% | +70.3% | -69.8% | -33.5% |
| 5Y | +133.6% | +106.0% | +27.6% | +28.9% |
| All | -5.9% | +429.5% | -435.4% | -68.4% |
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