+3,297.7%
V vs RJF
+1,323.2%
+1,974.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -0.4% | +1.5% | -1.9% | -1.0% |
| 30D | +6.3% | +6.7% | -0.4% | +3.6% |
| 3M | +17.2% | -7.3% | +24.5% | +20.6% |
| 6M | +29.2% | +9.8% | +19.5% | +24.1% |
| YTD | +20.8% | +5.6% | +15.1% | +17.0% |
| 1Y | +25.0% | +2.3% | +22.7% | +22.5% |
| 3Y | +75.3% | +73.6% | +1.7% | +36.2% |
| 5Y | +105.8% | +79.9% | +26.0% | +54.6% |
| 10Y | +451.9% | +328.8% | +123.1% | +180.2% |
| All | +3,297.7% | +1,323.2% | +1,974.6% | +808.9% |
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