-38.3%
BAX vs RJF
+429.5%
-467.8%
-81.2%
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 | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | -5.4% | -4.2% | -1.3% | -4.2% |
| 30D | -12.4% | -3.6% | -8.8% | -11.4% |
| 3M | +19.1% | +15.6% | +3.5% | +13.8% |
| 6M | +38.6% | +17.6% | +21.0% | +31.6% |
| YTD | +26.7% | +9.2% | +17.5% | +22.7% |
| 1Y | +1.0% | +5.5% | -4.5% | -1.3% |
| 3Y | -33.9% | +70.3% | -104.2% | -45.0% |
| 5Y | -67.0% | +106.0% | -173.1% | -74.7% |
| All | -38.3% | +429.5% | -467.8% | -62.9% |
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 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