-68.8%
BBWI vs RJF
+106.2%
-175.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -5.9% |
| 7D | -4.4% | -0.3% | -4.2% | -4.3% |
| 30D | -7.4% | -2.0% | -5.4% | -6.2% |
| 3M | -2.2% | +16.3% | -18.6% | -11.5% |
| 6M | -16.3% | +16.9% | -33.2% | -25.2% |
| YTD | -9.1% | +10.4% | -19.6% | -15.9% |
| 1Y | -34.5% | +7.4% | -41.9% | -38.1% |
| 3Y | -47.0% | +72.2% | -119.2% | -64.1% |
| 5Y | -68.8% | +105.1% | -174.0% | -81.7% |
| All | -68.8% | +106.2% | -175.0% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling