+2.1%
SLB vs RJF
+77.4%
-75.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.9% |
| 7D | +0.8% | -0.6% | +1.4% | +1.1% |
| 30D | +15.8% | -1.3% | +17.1% | +16.4% |
| 3M | -0.3% | +18.9% | -19.2% | -8.1% |
| 6M | +21.3% | +15.0% | +6.3% | +13.5% |
| YTD | +52.3% | +12.2% | +40.1% | +43.5% |
| 1Y | +63.6% | +5.6% | +58.0% | +58.0% |
| All | +2.1% | +77.4% | -75.2% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling