+188.9%
TECH vs RJF
+428.4%
-239.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +0.3% | -2.0% | +2.3% | +0.9% |
| 3M | +32.9% | +16.3% | +16.6% | +25.3% |
| 6M | +32.1% | +16.9% | +15.2% | +24.0% |
| YTD | +23.4% | +10.4% | +12.9% | +18.1% |
| 1Y | +34.1% | +7.4% | +26.6% | +29.3% |
| 3Y | +2.2% | +72.2% | -70.0% | -17.3% |
| 5Y | -41.8% | +105.1% | -146.9% | -56.1% |
| 10Y | +188.9% | +430.9% | -242.0% | +51.5% |
| All | +188.9% | +428.4% | -239.5% | +51.5% |
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