+4,085.4%
RBA vs RJF
+3,076.8%
+1,008.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | +9.0% | +5.3% | +3.6% | +7.8% |
| 3M | +7.2% | -6.8% | +14.0% | +8.8% |
| 6M | -7.8% | +11.4% | -19.2% | -10.2% |
| YTD | -6.4% | +5.5% | -11.9% | -7.9% |
| 1Y | -4.2% | +3.7% | -7.8% | -5.4% |
| 3Y | +64.1% | +73.4% | -9.4% | +43.9% |
| 5Y | +48.4% | +78.3% | -29.9% | +27.7% |
| 10Y | +209.9% | +328.4% | -118.5% | +114.2% |
| All | +4,085.4% | +3,076.8% | +1,008.6% | +1,778.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling