-47.7%
BBWI vs RJF
+326.9%
-374.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.9% |
| 7D | +0.1% | +3.6% | -3.4% | -2.1% |
| 30D | +12.9% | +7.2% | +5.6% | +8.1% |
| 3M | +16.0% | -6.5% | +22.5% | +21.3% |
| 6M | +16.6% | +10.3% | +6.3% | +8.5% |
| YTD | +9.7% | +6.5% | +3.2% | +3.9% |
| 1Y | +1.5% | +6.1% | -4.6% | -3.1% |
| 3Y | -21.4% | +74.9% | -96.2% | -47.0% |
| 5Y | -67.6% | +81.3% | -148.9% | -79.0% |
| All | -47.7% | +326.9% | -374.6% | -80.6% |
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