+136.4%
BAC vs RJF
+76.7%
+59.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.1% |
| 7D | +1.2% | +1.8% | -0.6% | +0.1% |
| 30D | -0.7% | 0.0% | -0.7% | -0.8% |
| 3M | +16.9% | +18.0% | -1.0% | +5.5% |
| 6M | +29.6% | +17.0% | +12.6% | +17.3% |
| YTD | +15.3% | +11.1% | +4.1% | +6.9% |
| 1Y | +28.8% | +8.0% | +20.9% | +21.4% |
| 3Y | +136.4% | +73.3% | +63.1% | +63.9% |
| All | +136.4% | +76.7% | +59.7% | +63.9% |
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