+872.5%
BAX vs RJF
+46,927.3%
-46,054.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.4% | +1.5% | -1.1% | +0.1% |
| 30D | +3.4% | +6.7% | -3.3% | +2.1% |
| 3M | -4.5% | -7.3% | +2.9% | -3.1% |
| 6M | +44.0% | +9.8% | +34.2% | +41.2% |
| YTD | +34.9% | +5.6% | +29.2% | +33.1% |
| 1Y | +37.9% | +2.3% | +35.7% | +36.8% |
| 3Y | -17.1% | +73.6% | -90.7% | -26.2% |
| 5Y | -64.3% | +79.9% | -144.2% | -68.8% |
| 10Y | -35.9% | +328.8% | -364.7% | -53.6% |
| All | +872.5% | +46,927.3% | -46,054.8% | +199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling