+11.9%
U vs RJF
+71.0%
-59.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | +4.4% | -0.3% | +4.6% | +4.6% |
| 30D | -1.3% | -2.0% | +0.7% | +0.1% |
| 3M | +49.6% | +16.3% | +33.2% | +33.5% |
| 6M | +100.2% | +16.9% | +83.3% | +76.9% |
| YTD | -3.7% | +10.4% | -14.1% | -11.9% |
| 1Y | -6.5% | +7.4% | -13.9% | -12.6% |
| All | +11.9% | +71.0% | -59.1% | -35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling