+953.7%
BBWI vs RJF
+49,360.8%
-48,407.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.2% | -2.7% |
| 7D | +1.6% | +1.8% | -0.2% | +0.8% |
| 30D | -6.2% | 0.0% | -6.2% | -6.2% |
| 3M | +4.3% | +18.0% | -13.6% | -2.4% |
| 6M | -7.2% | +17.0% | -24.1% | -13.3% |
| YTD | -3.0% | +11.1% | -14.1% | -7.7% |
| 1Y | -30.8% | +8.0% | -38.7% | -33.1% |
| 3Y | -43.4% | +73.3% | -116.7% | -54.6% |
| 5Y | -66.7% | +107.4% | -174.1% | -75.1% |
| 10Y | -55.7% | +428.5% | -484.2% | -76.5% |
| All | +953.7% | +49,360.8% | -48,407.2% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling