-63.3%
BAX vs RJF
+80.1%
-143.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.7% |
| 3M | -4.6% | -6.8% | +2.3% | -2.7% |
| 6M | +50.4% | +11.4% | +39.0% | +45.4% |
| YTD | +38.0% | +5.5% | +32.5% | +35.0% |
| 1Y | +44.6% | +3.7% | +40.9% | +42.0% |
| 3Y | -15.1% | +73.4% | -88.6% | -28.3% |
| 5Y | -63.3% | +78.3% | -141.6% | -69.3% |
| All | -63.3% | +80.1% | -143.4% | -69.3% |
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