+12,674.7%
BLK vs RJF
+4,215.2%
+8,459.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -5.2% | -4.2% | -1.0% | -3.1% |
| 30D | -7.0% | -3.6% | -3.4% | -5.4% |
| 3M | +5.7% | +15.6% | -10.0% | -1.7% |
| 6M | +11.0% | +17.6% | -6.6% | +2.3% |
| YTD | +0.9% | +9.2% | -8.3% | -3.8% |
| 1Y | -1.6% | +5.5% | -7.1% | -4.7% |
| 3Y | +64.5% | +70.3% | -5.9% | +23.9% |
| 5Y | +30.9% | +106.0% | -75.2% | -11.2% |
| 10Y | +275.1% | +425.1% | -150.0% | +56.2% |
| All | +12,674.7% | +4,215.2% | +8,459.4% | +2,010.5% |
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