-99.8%
BIYA vs RJF
+28.0%
-127.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.4% |
| 7D | +2.7% | -0.3% | +3.0% | +3.2% |
| 30D | -16.7% | -2.0% | -14.6% | -14.7% |
| 3M | -74.6% | +16.3% | -91.0% | -79.4% |
| 6M | -85.4% | +16.9% | -102.3% | -87.7% |
| YTD | -94.2% | +10.4% | -104.6% | -94.8% |
| 1Y | -98.6% | +7.4% | -106.0% | -98.7% |
| All | -99.8% | +28.0% | -127.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling