-18.3%
Z vs RJF
+336.5%
-354.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -6.5% | +4.0% | -10.4% | -8.0% |
| 30D | -0.1% | +6.1% | -6.2% | -2.7% |
| 3M | -14.1% | -5.8% | -8.3% | -11.3% |
| 6M | -30.1% | +9.7% | -39.7% | -32.9% |
| YTD | -57.5% | +6.2% | -63.7% | -58.8% |
| 1Y | -60.3% | +5.3% | -65.6% | -61.4% |
| 3Y | -21.0% | +74.4% | -95.5% | -41.2% |
| 5Y | -54.9% | +81.6% | -136.5% | -67.4% |
| All | -18.3% | +336.5% | -354.8% | -60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling