-62.3%
W vs RJF
+106.2%
-168.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | +5.9% | -0.3% | +6.2% | +6.1% |
| 30D | -3.0% | -2.0% | -1.0% | -1.2% |
| 3M | +40.3% | +16.3% | +24.0% | +19.6% |
| 6M | +32.2% | +16.9% | +15.3% | +11.5% |
| YTD | -0.3% | +10.4% | -10.7% | -11.6% |
| 1Y | +16.2% | +7.4% | +8.7% | +5.1% |
| 3Y | +40.7% | +72.2% | -31.5% | -23.8% |
| 5Y | -62.3% | +105.1% | -167.5% | -80.3% |
| All | -62.3% | +106.2% | -168.5% | -80.3% |
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