+196.7%
W vs RJF
+477.5%
-280.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.2% |
| 7D | +0.2% | +3.6% | -3.4% | -2.2% |
| 30D | +6.8% | +7.2% | -0.4% | +1.9% |
| 3M | +10.7% | -6.5% | +17.2% | +15.8% |
| 6M | +86.3% | +10.3% | +76.0% | +73.2% |
| YTD | +11.5% | +6.5% | +5.0% | +5.8% |
| 1Y | +5.1% | +6.1% | -1.0% | -0.3% |
| 3Y | +171.0% | +74.9% | +96.1% | +86.2% |
| 5Y | -56.6% | +81.3% | -138.0% | -69.5% |
| 10Y | +213.4% | +332.3% | -118.9% | +26.4% |
| All | +196.7% | +477.5% | -280.8% | -2.1% |
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