+7,920.7%
BNY vs RJF
+48,514.8%
-40,594.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.6% |
| 7D | -1.1% | -4.2% | +3.1% | +1.1% |
| 30D | +1.4% | -3.6% | +5.0% | +3.3% |
| 3M | +16.8% | +15.6% | +1.2% | +8.1% |
| 6M | +42.0% | +17.6% | +24.4% | +29.9% |
| YTD | +41.9% | +9.2% | +32.7% | +34.3% |
| 1Y | +59.2% | +5.5% | +53.7% | +53.1% |
| 3Y | +290.9% | +70.3% | +220.6% | +188.3% |
| 5Y | +259.0% | +106.0% | +153.0% | +137.3% |
| 10Y | +413.0% | +425.1% | -12.0% | +103.5% |
| All | +7,920.7% | +48,514.8% | -40,594.1% | +559.9% |
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 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