-34.0%
Z vs RJF
+75.1%
-109.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.4% |
| 7D | -3.0% | -0.6% | -2.4% | -2.7% |
| 30D | -4.2% | -1.3% | -2.9% | -3.6% |
| 3M | -3.7% | +18.9% | -22.6% | -11.2% |
| 6M | -24.5% | +15.0% | -39.5% | -29.5% |
| YTD | -49.3% | +12.2% | -61.5% | -52.4% |
| 1Y | -58.7% | +5.6% | -64.3% | -60.1% |
| All | -34.0% | +75.1% | -109.1% | -53.2% |
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