-56.2%
BBWI vs RJF
+429.3%
-485.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.5% | +6.4% |
| 7D | -4.8% | -2.7% | -2.1% | -3.1% |
| 30D | +3.5% | -4.3% | +7.7% | +6.5% |
| 3M | -0.3% | +15.7% | -16.0% | -9.5% |
| 6M | -5.4% | +17.8% | -23.2% | -15.9% |
| YTD | -4.7% | +9.2% | -13.9% | -11.3% |
| 1Y | -30.5% | +2.8% | -33.3% | -32.4% |
| 3Y | -44.3% | +69.5% | -113.8% | -61.5% |
| 5Y | -66.9% | +105.9% | -172.8% | -80.2% |
| All | -56.2% | +429.3% | -485.5% | -84.8% |
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