+6.2%
Z vs RJF
+400.4%
-394.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | -13.1% | -0.9% | -12.1% | -12.6% |
| 30D | +5.9% | +5.3% | +0.5% | +3.6% |
| 3M | -13.7% | -6.8% | -6.8% | -10.4% |
| 6M | -27.1% | +11.4% | -38.6% | -30.6% |
| YTD | -56.8% | +5.5% | -62.4% | -58.0% |
| 1Y | -60.2% | +3.7% | -63.9% | -61.0% |
| 3Y | -19.7% | +73.4% | -93.1% | -39.5% |
| 5Y | -53.7% | +78.3% | -132.0% | -65.9% |
| 10Y | -16.9% | +328.4% | -345.3% | -61.5% |
| All | +6.2% | +400.4% | -394.1% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling