+226.3%
TER vs RJF
+7.5%
+218.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.3% |
| 7D | +12.4% | -0.3% | +12.6% | +12.3% |
| 30D | +5.1% | -2.0% | +7.2% | +5.8% |
| 3M | +4.0% | +16.3% | -12.4% | -5.0% |
| 6M | +29.5% | +16.9% | +12.6% | +17.5% |
| YTD | +98.5% | +10.4% | +88.0% | +85.0% |
| All | +226.3% | +7.5% | +218.8% | +210.2% |
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