+78.2%
U vs RJF
+75.2%
+3.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.8% | +1.5% | +1.3% | +1.7% |
| 30D | +7.6% | +6.7% | +0.9% | +2.5% |
| 3M | +12.7% | -7.3% | +20.0% | +18.1% |
| 6M | +87.0% | +9.8% | +77.2% | +73.2% |
| YTD | +13.6% | +5.6% | +8.0% | +7.0% |
| 1Y | +25.3% | +2.3% | +23.0% | +21.1% |
| All | +78.2% | +75.2% | +3.0% | -0.6% |
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