-66.9%
BAX vs RJF
+105.7%
-172.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.5% |
| 7D | -2.4% | +1.8% | -4.2% | -2.9% |
| 30D | -9.7% | 0.0% | -9.7% | -9.8% |
| 3M | +29.3% | +18.0% | +11.3% | +23.2% |
| 6M | +40.7% | +17.0% | +23.7% | +34.1% |
| YTD | +30.3% | +11.1% | +19.2% | +25.7% |
| 1Y | +3.4% | +8.0% | -4.6% | +0.4% |
| 3Y | -32.0% | +73.3% | -105.3% | -42.6% |
| 5Y | -66.9% | +107.4% | -174.3% | -73.1% |
| All | -66.9% | +105.7% | -172.6% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling