-15.2%
Z vs RJF
+74.9%
-90.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.1% |
| 7D | -5.2% | +3.4% | -8.6% | -6.6% |
| 30D | +5.7% | +5.9% | -0.2% | +2.9% |
| 3M | -8.7% | -4.6% | -4.1% | -6.4% |
| 6M | -26.0% | +9.5% | -35.5% | -28.8% |
| YTD | -55.0% | +6.0% | -61.0% | -56.4% |
| 1Y | -58.0% | +4.3% | -62.3% | -59.0% |
| 3Y | -15.2% | +76.6% | -91.8% | -41.6% |
| All | -15.2% | +74.9% | -90.0% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling