+391.9%
BAC vs RJF
+429.5%
-37.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.7% |
| 7D | -0.3% | -4.2% | +3.9% | +3.0% |
| 30D | -1.8% | -3.6% | +1.9% | +0.9% |
| 3M | +15.3% | +15.6% | -0.4% | +2.8% |
| 6M | +30.2% | +17.6% | +12.6% | +14.2% |
| YTD | +15.6% | +9.2% | +6.4% | +6.4% |
| 1Y | +27.5% | +5.5% | +21.9% | +20.1% |
| 3Y | +137.0% | +70.3% | +66.7% | +49.9% |
| 5Y | +75.6% | +106.0% | -30.4% | -8.8% |
| All | +391.9% | +429.5% | -37.6% | +16.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling