-21.4%
BBWI vs RJF
+76.6%
-98.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.0% |
| 7D | +0.1% | +3.6% | -3.4% | -2.0% |
| 30D | +12.9% | +7.2% | +5.6% | +8.5% |
| 3M | +16.0% | -6.5% | +22.5% | +20.7% |
| 6M | +16.6% | +10.3% | +6.3% | +9.5% |
| YTD | +9.7% | +6.5% | +3.2% | +4.8% |
| 1Y | +1.5% | +6.1% | -4.6% | -2.4% |
| 3Y | -21.4% | +74.9% | -96.2% | -43.2% |
| All | -21.4% | +76.6% | -98.0% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling