-56.8%
W vs RJF
+79.5%
-136.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.7% |
| 7D | -1.7% | +1.5% | -3.2% | -3.1% |
| 30D | +3.2% | +6.7% | -3.5% | -3.1% |
| 3M | +8.3% | -7.3% | +15.6% | +16.6% |
| 6M | +84.3% | +9.8% | +74.5% | +65.8% |
| YTD | +11.0% | +5.6% | +5.4% | +2.6% |
| 1Y | -0.2% | +2.3% | -2.5% | -4.9% |
| 3Y | +157.9% | +73.6% | +84.3% | +35.6% |
| 5Y | -56.8% | +79.9% | -136.7% | -75.9% |
| All | -56.8% | +79.5% | -136.3% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling