+1,872.1%
T vs RJF
+49,848.3%
-47,976.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -1.6% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | +11.4% | -1.3% | +12.6% | +11.6% |
| 3M | +14.3% | +18.9% | -4.6% | +9.8% |
| 6M | -9.3% | +15.0% | -24.3% | -12.4% |
| YTD | +7.1% | +12.2% | -5.1% | +3.6% |
| 1Y | -9.1% | +5.6% | -14.7% | -11.0% |
| 3Y | +105.3% | +74.9% | +30.5% | +76.6% |
| 5Y | +66.8% | +106.6% | -39.8% | +35.7% |
| 10Y | +66.8% | +433.1% | -366.3% | +6.9% |
| All | +1,872.1% | +49,848.3% | -47,976.2% | +422.2% |
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