+16.2%
W vs RJF
+7.7%
+8.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | +5.9% | -0.3% | +6.2% | +6.0% |
| 30D | -3.0% | -2.0% | -1.0% | -1.9% |
| 3M | +40.3% | +16.3% | +24.0% | +28.8% |
| 6M | +32.2% | +16.9% | +15.3% | +19.4% |
| YTD | -0.3% | +10.4% | -10.7% | -7.2% |
| 1Y | +16.2% | +7.4% | +8.7% | +9.4% |
| All | +16.2% | +7.7% | +8.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling