+139.2%
SLB vs RJF
+105.7%
+33.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +0.4% | +1.8% | -1.3% | -0.5% |
| 30D | +13.6% | 0.0% | +13.6% | +13.5% |
| 3M | +1.5% | +18.0% | -16.5% | -7.1% |
| 6M | +23.0% | +17.0% | +6.1% | +12.9% |
| YTD | +51.2% | +11.1% | +40.1% | +42.0% |
| 1Y | +63.5% | +8.0% | +55.5% | +55.3% |
| 3Y | +2.5% | +73.3% | -70.8% | -25.8% |
| 5Y | +139.2% | +107.4% | +31.8% | +42.9% |
| All | +139.2% | +105.7% | +33.5% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling