-99.8%
BIYA vs RJF
+26.6%
-126.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +2.4% |
| 7D | -1.3% | -4.2% | +2.9% | +4.7% |
| 30D | -15.9% | -3.6% | -12.3% | -11.9% |
| 3M | -81.2% | +15.6% | -96.9% | -84.6% |
| 6M | -88.2% | +17.6% | -105.8% | -90.0% |
| YTD | -94.1% | +9.2% | -103.4% | -94.7% |
| 1Y | -98.7% | +5.5% | -104.2% | -98.8% |
| All | -99.8% | +26.6% | -126.4% | -99.8% |
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