+194.7%
RBA vs RJF
+428.4%
-233.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -13.0% | -2.0% | -10.9% | -12.5% |
| 3M | -23.1% | +16.3% | -39.4% | -26.6% |
| 6M | -22.6% | +16.9% | -39.5% | -26.4% |
| YTD | -20.4% | +10.4% | -30.8% | -23.1% |
| 1Y | -29.6% | +7.4% | -37.0% | -31.6% |
| 3Y | +26.6% | +72.2% | -45.7% | +6.0% |
| 5Y | +38.2% | +105.1% | -66.9% | +8.0% |
| 10Y | +194.7% | +430.9% | -236.2% | +59.6% |
| All | +194.7% | +428.4% | -233.7% | +59.6% |
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