+212.6%
BUD vs RJF
+1,780.4%
-1,567.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -2.1% |
| 30D | +6.7% | +6.7% | -0.1% | +4.2% |
| 3M | +5.9% | -7.3% | +13.2% | +8.6% |
| 6M | +5.1% | +9.8% | -4.7% | +1.1% |
| YTD | +32.9% | +5.6% | +27.2% | +28.8% |
| 1Y | +31.8% | +2.3% | +29.6% | +29.1% |
| 3Y | +47.4% | +73.6% | -26.2% | +15.2% |
| 5Y | +50.8% | +79.9% | -29.1% | +13.7% |
| 10Y | -5.1% | +328.8% | -333.9% | -50.9% |
| All | +212.6% | +1,780.4% | -1,567.9% | -9.7% |
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