+2,926.4%
V vs RJF
+1,411.6%
+1,514.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.4% |
| 7D | -1.7% | -0.6% | -1.1% | -1.5% |
| 30D | +2.0% | -1.3% | +3.2% | +2.4% |
| 3M | +17.4% | +18.9% | -1.5% | +9.4% |
| 6M | +17.5% | +15.0% | +2.5% | +10.6% |
| YTD | +7.6% | +12.2% | -4.6% | +1.8% |
| 1Y | +7.7% | +5.6% | +2.1% | +4.1% |
| 3Y | +54.7% | +74.9% | -20.2% | +19.6% |
| 5Y | +73.0% | +106.6% | -33.6% | +23.1% |
| 10Y | +390.9% | +433.1% | -42.2% | +129.0% |
| All | +2,926.4% | +1,411.6% | +1,514.9% | +691.2% |
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