+41.7%
RBA vs RJF
+105.7%
-64.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -1.1% | +1.8% | -2.8% | -1.6% |
| 30D | -13.2% | 0.0% | -13.2% | -13.3% |
| 3M | -21.4% | +18.0% | -39.3% | -25.3% |
| 6M | -20.9% | +17.0% | -37.8% | -24.8% |
| YTD | -19.9% | +11.1% | -31.0% | -22.8% |
| 1Y | -28.7% | +8.0% | -36.6% | -30.8% |
| 3Y | +27.4% | +73.3% | -45.9% | +6.1% |
| 5Y | +41.7% | +107.4% | -65.7% | +10.5% |
| All | +41.7% | +105.7% | -64.0% | +10.5% |
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