-99.9%
BIYA vs RJF
+23.5%
-123.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.9% |
| 7D | +9.0% | +3.6% | +5.4% | +4.6% |
| 30D | -12.9% | +7.2% | -20.2% | -20.4% |
| 3M | -54.7% | -6.5% | -48.2% | -51.2% |
| 6M | -85.1% | +10.3% | -95.4% | -86.9% |
| YTD | -96.9% | +6.5% | -103.4% | -97.1% |
| 1Y | -98.5% | +6.1% | -104.6% | -98.6% |
| All | -99.9% | +23.5% | -123.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling