-43.4%
BBWI vs RJF
+76.7%
-120.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.5% |
| 7D | +1.6% | +1.8% | -0.2% | +0.4% |
| 30D | -6.2% | 0.0% | -6.2% | -6.3% |
| 3M | +4.3% | +18.0% | -13.6% | -5.9% |
| 6M | -7.2% | +17.0% | -24.1% | -16.5% |
| YTD | -3.0% | +11.1% | -14.1% | -10.1% |
| 1Y | -30.8% | +8.0% | -38.7% | -34.4% |
| 3Y | -43.4% | +73.3% | -116.7% | -62.1% |
| All | -43.4% | +76.7% | -120.1% | -62.1% |
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