+43.2%
TER vs RJF
+7.8%
+35.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.3% | -11.2% | -7.7% |
| 7D | -19.9% | +7.2% | -27.0% | -21.2% |
| 30D | -43.5% | +4.9% | -48.4% | -44.1% |
| 3M | -37.8% | -5.5% | -32.2% | -36.1% |
| 6M | -25.6% | +8.0% | -33.5% | -28.4% |
| YTD | +29.8% | +6.2% | +23.7% | +20.3% |
| 1Y | +43.2% | +7.8% | +35.4% | +29.7% |
| All | +43.2% | +7.8% | +35.4% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling