+30.3%
BIL vs RJF
+1,079.5%
-1,049.2%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +0.3% | -1.3% | +1.6% | +0.3% |
| 3M | +0.9% | +18.9% | -17.9% | +1.0% |
| 6M | +1.8% | +15.0% | -13.2% | +1.9% |
| YTD | +2.4% | +12.2% | -9.8% | +2.5% |
| 1Y | +3.7% | +5.6% | -1.9% | +3.7% |
| 3Y | +14.2% | +74.9% | -60.7% | +14.3% |
| 5Y | +19.4% | +106.6% | -87.2% | +19.6% |
| 10Y | +25.2% | +433.1% | -407.8% | +25.7% |
| All | +30.3% | +1,079.5% | -1,049.2% | +31.4% |
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