+64.9%
RBA vs RJF
+76.2%
-11.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +3.2% | +4.0% | -0.8% | +1.9% |
| 30D | +12.0% | +6.1% | +5.9% | +10.0% |
| 3M | +2.9% | -5.8% | +8.7% | +4.5% |
| 6M | -6.3% | +9.7% | -16.0% | -9.5% |
| YTD | -5.9% | +6.2% | -12.1% | -8.6% |
| 1Y | -3.9% | +5.3% | -9.2% | -6.4% |
| 3Y | +64.9% | +74.4% | -9.6% | +30.1% |
| All | +64.9% | +76.2% | -11.3% | +30.1% |
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 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