+1,092.5%
BBWI vs RJF
+47,306.9%
-46,214.4%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +0.1% | +3.6% | -3.4% | -1.2% |
| 30D | +12.9% | +7.2% | +5.6% | +10.0% |
| 3M | +16.0% | -6.5% | +22.5% | +19.3% |
| 6M | +16.6% | +10.3% | +6.3% | +11.7% |
| YTD | +9.7% | +6.5% | +3.2% | +6.4% |
| 1Y | +1.5% | +6.1% | -4.6% | -1.0% |
| 3Y | -21.4% | +74.9% | -96.2% | -37.1% |
| 5Y | -67.6% | +81.3% | -148.9% | -74.4% |
| 10Y | -46.8% | +332.3% | -379.1% | -69.7% |
| All | +1,092.5% | +47,306.9% | -46,214.4% | +98.4% |
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