-60.3%
Z vs RJF
+4.3%
-64.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.6% |
| 7D | -6.5% | +4.0% | -10.4% | -8.6% |
| 30D | -0.1% | +6.1% | -6.2% | -3.6% |
| 3M | -14.1% | -5.8% | -8.3% | -11.2% |
| 6M | -30.1% | +9.7% | -39.7% | -33.0% |
| YTD | -57.5% | +6.2% | -63.7% | -60.2% |
| 1Y | -60.3% | +5.3% | -65.6% | -62.7% |
| All | -60.3% | +4.3% | -64.6% | -62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling