+196.3%
VO vs RJF
+326.9%
-130.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +3.1% | +3.6% | -0.5% | +1.5% |
| 30D | +2.2% | +7.2% | -5.0% | -1.0% |
| 3M | -2.5% | -6.5% | +4.0% | +0.2% |
| 6M | +7.0% | +10.3% | -3.3% | +1.7% |
| YTD | +14.0% | +6.5% | +7.5% | +9.4% |
| 1Y | +15.6% | +6.1% | +9.5% | +11.1% |
| 3Y | +66.2% | +74.9% | -8.7% | +24.3% |
| 5Y | +36.6% | +81.3% | -44.7% | -1.8% |
| All | +196.3% | +326.9% | -130.7% | +41.8% |
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