-22.7%
U vs RJF
+278.6%
-301.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.7% |
| 7D | +2.6% | +3.6% | -1.0% | +0.1% |
| 30D | +27.6% | +7.2% | +20.3% | +21.2% |
| 3M | +15.3% | -6.5% | +21.8% | +20.1% |
| 6M | +96.4% | +10.3% | +86.1% | +81.5% |
| YTD | +19.6% | +6.5% | +13.1% | +12.4% |
| 1Y | +42.1% | +6.1% | +36.0% | +33.9% |
| 3Y | +87.5% | +74.9% | +12.7% | +23.1% |
| 5Y | -73.1% | +81.3% | -154.5% | -82.0% |
| All | -22.7% | +278.6% | -301.3% | -24.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling