+10,451.6%
TER vs RJF
+46,927.3%
-36,475.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +24.0% | +1.5% | +22.5% | +23.2% |
| 30D | -30.6% | +6.7% | -37.4% | -33.1% |
| 3M | -34.5% | -7.3% | -27.1% | -32.3% |
| 6M | -26.4% | +9.8% | -36.1% | -31.2% |
| YTD | +36.4% | +5.6% | +30.8% | +30.3% |
| 1Y | +47.4% | +2.3% | +45.1% | +43.4% |
| 3Y | +202.6% | +73.6% | +129.0% | +121.6% |
| 5Y | +83.9% | +79.9% | +4.0% | +30.9% |
| 10Y | +1,068.0% | +328.8% | +739.1% | +412.5% |
| All | +10,451.6% | +46,927.3% | -36,475.7% | +568.5% |
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 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