-17.4%
BAX vs RJF
+75.0%
-92.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | +6.3% | +5.3% | +1.0% | +4.6% |
| 3M | -4.6% | -6.8% | +2.3% | -2.5% |
| 6M | +50.4% | +11.4% | +39.0% | +45.0% |
| YTD | +38.0% | +5.5% | +32.5% | +34.5% |
| 1Y | +44.6% | +3.7% | +40.9% | +41.5% |
| All | -17.4% | +75.0% | -92.4% | -30.7% |
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