+4,844.3%
BEN vs RJF
+49,360.8%
-44,516.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.3% |
| 7D | +4.7% | +1.8% | +2.9% | +3.7% |
| 30D | +2.6% | 0.0% | +2.6% | +2.5% |
| 3M | +11.5% | +18.0% | -6.5% | +1.9% |
| 6M | +35.3% | +17.0% | +18.4% | +24.3% |
| YTD | +48.6% | +11.1% | +37.5% | +39.7% |
| 1Y | +46.7% | +8.0% | +38.7% | +39.8% |
| 3Y | +57.0% | +73.3% | -16.3% | +15.1% |
| 5Y | +41.8% | +107.4% | -65.6% | -6.5% |
| 10Y | +55.2% | +428.5% | -373.3% | -37.6% |
| All | +4,844.3% | +49,360.8% | -44,516.5% | +224.5% |
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