+189.2%
TECH vs RJF
+323.5%
-134.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.2% | +1.5% | -1.3% | -0.3% |
| 30D | +0.5% | +6.7% | -6.2% | -1.9% |
| 3M | +1.0% | -7.3% | +8.3% | +3.3% |
| 6M | +54.1% | +9.8% | +44.3% | +47.7% |
| YTD | +24.4% | +5.6% | +18.7% | +20.6% |
| 1Y | +19.3% | +2.3% | +17.0% | +17.0% |
| 3Y | +28.5% | +73.6% | -45.1% | +3.5% |
| 5Y | -41.0% | +79.9% | -120.8% | -53.7% |
| All | +189.2% | +323.5% | -134.3% | +68.4% |
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