-0.1%
BAX vs RJF
+7.7%
-7.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | -12.2% | -2.0% | -10.1% | -11.6% |
| 3M | +21.8% | +16.3% | +5.5% | +15.9% |
| 6M | +36.3% | +16.9% | +19.4% | +28.2% |
| YTD | +27.8% | +10.4% | +17.4% | +21.0% |
| 1Y | -0.1% | +7.4% | -7.5% | -6.0% |
| All | -0.1% | +7.7% | -7.8% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling