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  • STRL vs RJF✓SelectedUSD · RJFSTRL vs RJF performance historyLatest closeAs of+5.75%09/04
Stock and ETF performance explorer

STRL vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+19,359.6%
RJF return
+23,656.4%
Excess return
-4,296.8%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+5.8%-1.6%+7.3%+6.3%
7D+3.4%-0.6%+4.0%+3.6%
30D-9.2%-1.3%-8.0%-9.0%
3M-51.0%+18.9%-69.9%-54.2%
6M+15.8%+15.0%+0.7%+9.8%
YTD+58.9%+12.2%+46.7%+51.4%
1Y+68.5%+5.6%+62.9%+64.3%
3Y+485.2%+74.9%+410.4%+386.2%
5Y+2,005.1%+106.6%+1,898.5%+1,546.2%
10Y+7,118.0%+433.1%+6,684.9%+4,156.7%
All+19,359.6%+23,656.4%-4,296.8%+6,875.9%

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 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