+199.5%
BUD vs RJF
+1,897.2%
-1,697.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.7% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | -5.7% | -1.3% | -4.4% | -5.3% |
| 3M | +3.1% | +18.9% | -15.8% | -3.3% |
| 6M | +7.9% | +15.0% | -7.2% | +2.1% |
| YTD | +27.3% | +12.2% | +15.1% | +21.0% |
| 1Y | +37.8% | +5.6% | +32.2% | +33.3% |
| 3Y | +49.8% | +74.9% | -25.0% | +16.9% |
| 5Y | +43.8% | +106.6% | -62.8% | +3.0% |
| 10Y | -22.6% | +433.1% | -455.7% | -63.1% |
| All | +199.5% | +1,897.2% | -1,697.7% | -15.2% |
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