+818.4%
SLB vs RJF
+47,157.8%
-46,339.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | -4.3% | +4.0% | -8.3% | -5.7% |
| 30D | +1.9% | +6.1% | -4.2% | -0.4% |
| 3M | -5.7% | -5.8% | +0.1% | -3.9% |
| 6M | -5.3% | +9.7% | -15.0% | -8.9% |
| YTD | +32.2% | +6.2% | +26.0% | +28.5% |
| 1Y | +38.5% | +5.3% | +33.2% | +35.0% |
| 3Y | +1.1% | +74.4% | -73.3% | -18.3% |
| 5Y | +70.3% | +81.6% | -11.3% | +34.1% |
| 10Y | -17.3% | +333.6% | -350.8% | -50.1% |
| All | +818.4% | +47,157.8% | -46,339.4% | +141.2% |
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