+308.9%
BB vs RJF
+3,873.4%
-3,564.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.7% |
| 7D | +0.5% | +1.8% | -1.2% | -0.4% |
| 30D | -12.4% | 0.0% | -12.4% | -12.5% |
| 3M | -15.3% | +18.0% | -33.3% | -22.6% |
| 6M | +128.8% | +17.0% | +111.8% | +108.9% |
| YTD | +107.7% | +11.1% | +96.5% | +93.8% |
| 1Y | +103.9% | +8.0% | +95.9% | +92.8% |
| 3Y | +72.6% | +73.3% | -0.7% | +27.7% |
| 5Y | -24.3% | +107.4% | -131.7% | -48.8% |
| 10Y | +3.1% | +428.5% | -425.3% | -59.7% |
| All | +308.9% | +3,873.4% | -3,564.4% | -67.4% |
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 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