+6.5%
Z vs RJF
+385.8%
-379.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -1.8% |
| 7D | -4.6% | +3.6% | -8.1% | -5.9% |
| 30D | +8.3% | +3.5% | +4.8% | +6.9% |
| 3M | -11.6% | -9.2% | -2.4% | -7.1% |
| 6M | -33.6% | +2.5% | -36.2% | -34.2% |
| YTD | -56.7% | +2.5% | -59.2% | -57.2% |
| 1Y | -59.1% | +2.3% | -61.4% | -59.6% |
| 3Y | -20.4% | +68.7% | -89.1% | -39.2% |
| 5Y | -55.3% | +74.4% | -129.7% | -66.7% |
| 10Y | -14.2% | +376.9% | -391.1% | -61.9% |
| All | +6.5% | +385.8% | -379.3% | -55.2% |
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 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