+31.5%
RBA vs RJF
+77.4%
-45.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -12.3% | -1.3% | -11.0% | -12.0% |
| 3M | -20.5% | +18.9% | -39.4% | -25.0% |
| 6M | -18.5% | +15.0% | -33.6% | -22.5% |
| YTD | -18.2% | +12.2% | -30.4% | -21.8% |
| 1Y | -27.5% | +5.6% | -33.1% | -29.4% |
| All | +31.5% | +77.4% | -45.8% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling