+64.8%
SLB vs RJF
+80.1%
-15.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | -0.6% |
| 7D | -3.7% | +3.4% | -7.1% | -5.3% |
| 30D | +2.9% | +5.9% | -3.0% | -0.2% |
| 3M | +0.2% | -4.6% | +4.9% | +2.3% |
| 6M | -4.4% | +9.5% | -13.9% | -9.3% |
| YTD | +33.4% | +6.0% | +27.4% | +28.2% |
| 1Y | +40.8% | +4.3% | +36.4% | +36.1% |
| 3Y | +3.2% | +76.6% | -73.4% | -25.3% |
| 5Y | +64.8% | +80.6% | -15.8% | +11.9% |
| All | +64.8% | +80.1% | -15.3% | +11.9% |
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