-0.8%
BB vs RJF
+429.5%
-430.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.2% |
| 7D | -2.1% | -4.2% | +2.1% | 0.0% |
| 30D | -16.0% | -3.6% | -12.4% | -14.6% |
| 3M | -14.5% | +15.6% | -30.2% | -21.3% |
| 6M | +118.6% | +17.6% | +101.0% | +98.6% |
| YTD | +98.9% | +9.2% | +89.7% | +87.0% |
| 1Y | +99.5% | +5.5% | +94.0% | +90.7% |
| 3Y | +65.4% | +70.3% | -5.0% | +22.0% |
| 5Y | -27.6% | +106.0% | -133.7% | -51.3% |
| All | -0.8% | +429.5% | -430.3% | -58.4% |
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