+211.8%
RBA vs RJF
+343.7%
-131.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.2% | +4.0% | -0.8% | +2.0% |
| 30D | +12.0% | +6.1% | +5.9% | +10.1% |
| 3M | +2.9% | -5.8% | +8.7% | +4.5% |
| 6M | -6.3% | +9.7% | -16.0% | -9.1% |
| YTD | -5.9% | +6.2% | -12.1% | -8.1% |
| 1Y | -3.9% | +5.3% | -9.2% | -6.0% |
| 3Y | +64.9% | +74.4% | -9.6% | +37.9% |
| 5Y | +48.5% | +81.6% | -33.1% | +20.4% |
| 10Y | +211.8% | +333.6% | -121.8% | +79.6% |
| All | +211.8% | +343.7% | -131.9% | +79.6% |
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