+21.9%
BB vs RJF
+326.9%
-305.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.8% |
| 7D | +1.8% | +3.6% | -1.8% | +0.1% |
| 30D | +8.1% | +7.2% | +0.9% | +4.4% |
| 3M | -1.0% | -6.5% | +5.5% | +2.0% |
| 6M | +45.9% | +10.3% | +35.6% | +37.1% |
| YTD | +134.8% | +6.5% | +128.3% | +123.0% |
| 1Y | +104.6% | +6.1% | +98.5% | +94.4% |
| 3Y | +152.8% | +74.9% | +78.0% | +83.5% |
| 5Y | -17.4% | +81.3% | -98.8% | -41.5% |
| All | +21.9% | +326.9% | -305.0% | -43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling