+820.9%
VO vs RJF
+2,007.1%
-1,186.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | +3.1% | +3.6% | -0.5% | +1.7% |
| 30D | +2.2% | +7.2% | -5.0% | -0.7% |
| 3M | -2.5% | -6.5% | +4.0% | -0.1% |
| 6M | +7.0% | +10.3% | -3.3% | +2.2% |
| YTD | +14.0% | +6.5% | +7.5% | +9.9% |
| 1Y | +15.6% | +6.1% | +9.5% | +11.6% |
| 3Y | +66.2% | +74.9% | -8.7% | +28.9% |
| 5Y | +36.6% | +81.3% | -44.7% | +2.7% |
| 10Y | +199.0% | +332.3% | -133.3% | +51.2% |
| All | +820.9% | +2,007.1% | -1,186.1% | +109.6% |
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 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