+14,183.4%
TER vs RJF
+49,848.3%
-35,664.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.0% | +6.3% |
| 7D | +0.6% | -0.6% | +1.2% | +0.9% |
| 30D | -8.3% | -1.3% | -7.0% | -7.9% |
| 3M | -12.2% | +18.9% | -31.1% | -20.8% |
| 6M | +17.1% | +15.0% | +2.0% | +7.7% |
| YTD | +84.7% | +12.2% | +72.5% | +71.7% |
| 1Y | +199.9% | +5.6% | +194.3% | +187.5% |
| 3Y | +232.8% | +74.9% | +157.9% | +143.1% |
| 5Y | +198.6% | +106.6% | +91.9% | +98.4% |
| 10Y | +1,669.7% | +433.1% | +1,236.7% | +598.4% |
| All | +14,183.4% | +49,848.3% | -35,664.9% | +781.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling