+388.3%
JBL vs RJF
+101.5%
+286.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.1% |
| 7D | -1.0% | -4.2% | +3.2% | +1.4% |
| 30D | -15.1% | -3.6% | -11.5% | -13.4% |
| 3M | -14.0% | +15.6% | -29.7% | -21.8% |
| 6M | +20.6% | +17.6% | +3.0% | +8.4% |
| YTD | +32.9% | +9.2% | +23.7% | +24.1% |
| 1Y | +40.5% | +5.5% | +35.0% | +33.8% |
| 3Y | +183.7% | +70.3% | +113.4% | +98.0% |
| 5Y | +388.3% | +106.0% | +282.3% | +191.5% |
| All | +388.3% | +101.5% | +286.8% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling