-22.8%
BUD vs RJF
+428.4%
-451.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -6.1% | -2.0% | -4.1% | -5.6% |
| 3M | -3.8% | +16.3% | -20.1% | -8.8% |
| 6M | +8.2% | +16.9% | -8.7% | +2.1% |
| YTD | +23.6% | +10.4% | +13.1% | +18.3% |
| 1Y | +33.4% | +7.4% | +26.0% | +28.6% |
| 3Y | +45.3% | +72.2% | -26.9% | +14.2% |
| 5Y | +44.3% | +105.1% | -60.8% | +3.5% |
| 10Y | -22.8% | +430.9% | -453.7% | -56.9% |
| All | -22.8% | +428.4% | -451.2% | -56.9% |
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