+189.2%
TECH vs RJF
+334.0%
-144.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.4% |
| 30D | +0.3% | +5.3% | -5.0% | -1.6% |
| 3M | +1.0% | -6.8% | +7.9% | +3.2% |
| 6M | +54.0% | +11.4% | +42.5% | +46.8% |
| YTD | +24.3% | +5.5% | +18.8% | +20.6% |
| 1Y | +23.7% | +3.7% | +20.0% | +20.7% |
| 3Y | +28.5% | +73.4% | -45.0% | +3.5% |
| 5Y | -41.2% | +78.3% | -119.6% | -53.7% |
| 10Y | +189.2% | +328.4% | -139.2% | +68.5% |
| All | +189.2% | +334.0% | -144.8% | +68.5% |
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