+827.3%
SLB vs RJF
+47,070.7%
-46,243.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | -0.2% |
| 7D | -3.7% | +3.4% | -7.1% | -4.9% |
| 30D | +2.9% | +5.9% | -3.0% | +0.6% |
| 3M | +0.2% | -4.6% | +4.9% | +1.7% |
| 6M | -4.4% | +9.5% | -13.9% | -7.9% |
| YTD | +33.4% | +6.0% | +27.4% | +29.8% |
| 1Y | +40.8% | +4.3% | +36.4% | +37.6% |
| 3Y | +3.2% | +76.6% | -73.4% | -17.0% |
| 5Y | +64.8% | +80.6% | -15.8% | +30.1% |
| 10Y | -16.6% | +346.5% | -363.0% | -50.1% |
| All | +827.3% | +47,070.7% | -46,243.4% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling