+31.2%
BIL vs RJF
+1,009.5%
-978.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +0.3% | +5.3% | -5.0% | +0.3% |
| 3M | +0.9% | -6.8% | +7.8% | +0.9% |
| 6M | +1.9% | +11.4% | -9.6% | +1.9% |
| YTD | +3.1% | +5.5% | -2.4% | +3.2% |
| 1Y | +3.7% | +3.7% | 0.0% | +3.7% |
| 3Y | +13.8% | +73.4% | -59.6% | +13.9% |
| 5Y | +20.2% | +78.3% | -58.1% | +20.4% |
| 10Y | +26.1% | +328.4% | -302.3% | +26.6% |
| All | +31.2% | +1,009.5% | -978.3% | +32.2% |
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