-41.7%
TECH vs RJF
+105.7%
-147.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +0.2% | +1.8% | -1.6% | -0.6% |
| 30D | +0.1% | 0.0% | +0.1% | 0.0% |
| 3M | +37.5% | +18.0% | +19.5% | +27.3% |
| 6M | +34.6% | +17.0% | +17.6% | +24.7% |
| YTD | +23.5% | +11.1% | +12.4% | +16.8% |
| 1Y | +34.4% | +8.0% | +26.4% | +28.2% |
| 3Y | +2.3% | +73.3% | -71.0% | -22.5% |
| 5Y | -41.7% | +107.4% | -149.1% | -59.5% |
| All | -41.7% | +105.7% | -147.4% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling