+8,398.6%
TPR vs RJF
+2,291.9%
+6,106.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +14.2% | +3.6% | +10.6% | +12.0% |
| 30D | +17.1% | +3.5% | +13.6% | +14.8% |
| 3M | -17.7% | -8.9% | -8.8% | -13.7% |
| 6M | -10.2% | +2.9% | -13.1% | -11.9% |
| YTD | +4.9% | +2.8% | +2.1% | +2.4% |
| 1Y | +36.1% | +2.7% | +33.5% | +32.9% |
| 3Y | +416.5% | +69.3% | +347.2% | +280.6% |
| 5Y | +254.8% | +75.0% | +179.8% | +154.3% |
| 10Y | +391.7% | +378.5% | +13.2% | +115.6% |
| All | +8,398.6% | +2,291.9% | +6,106.7% | +1,080.3% |
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