+286.6%
SONY vs RJF
+429.3%
-142.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -2.7% | -2.7% | 0.0% | -1.8% |
| 30D | +1.5% | -4.3% | +5.8% | +3.0% |
| 3M | +13.0% | +15.7% | -2.7% | +7.5% |
| 6M | +11.2% | +17.8% | -6.6% | +4.9% |
| YTD | -6.6% | +9.2% | -15.8% | -10.0% |
| 1Y | -18.1% | +2.8% | -20.9% | -19.6% |
| 3Y | +42.1% | +69.5% | -27.4% | +15.7% |
| 5Y | +11.0% | +105.9% | -94.9% | -16.7% |
| All | +286.6% | +429.3% | -142.7% | +127.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling