+822.5%
VO vs RJF
+2,120.0%
-1,297.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | +0.4% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -0.3% | -1.3% | +0.9% | +0.1% |
| 3M | +2.9% | +18.9% | -15.9% | -4.3% |
| 6M | +9.3% | +15.0% | -5.7% | +2.8% |
| YTD | +14.2% | +12.2% | +2.0% | +8.0% |
| 1Y | +15.3% | +5.6% | +9.6% | +11.4% |
| 3Y | +56.2% | +74.9% | -18.6% | +21.3% |
| 5Y | +42.4% | +106.6% | -64.2% | +1.7% |
| 10Y | +194.7% | +433.1% | -238.3% | +37.3% |
| All | +822.5% | +2,120.0% | -1,297.5% | +105.9% |
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