-15.6%
Z vs RJF
+326.9%
-342.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.1% |
| 7D | +0.8% | +3.6% | -2.7% | -0.9% |
| 30D | +5.2% | +7.2% | -2.1% | +2.0% |
| 3M | -17.0% | -6.5% | -10.5% | -13.9% |
| 6M | -22.7% | +10.3% | -33.0% | -26.0% |
| YTD | -56.3% | +6.5% | -62.8% | -57.7% |
| 1Y | -57.7% | +6.1% | -63.8% | -58.9% |
| 3Y | -16.5% | +74.9% | -91.4% | -38.0% |
| 5Y | -53.4% | +81.3% | -134.7% | -66.3% |
| All | -15.6% | +326.9% | -342.6% | -60.0% |
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