+1,525.1%
JBL vs RJF
+429.3%
+1,095.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.1% | +5.1% |
| 7D | +2.4% | -2.7% | +5.1% | +4.1% |
| 30D | -13.1% | -4.3% | -8.9% | -11.0% |
| 3M | -15.6% | +15.7% | -31.3% | -23.3% |
| 6M | +24.6% | +17.8% | +6.8% | +11.7% |
| YTD | +39.6% | +9.2% | +30.4% | +30.3% |
| 1Y | +48.6% | +2.8% | +45.8% | +43.8% |
| 3Y | +197.3% | +69.5% | +127.8% | +108.8% |
| 5Y | +413.0% | +105.9% | +307.0% | +212.9% |
| All | +1,525.1% | +429.3% | +1,095.8% | +529.1% |
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