+4,023.7%
RBA vs RJF
+3,079.8%
+943.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | +6.8% | +6.7% | +0.1% | +5.4% |
| 3M | +9.5% | -7.3% | +16.8% | +11.2% |
| 6M | -8.2% | +9.8% | -18.0% | -10.3% |
| YTD | -7.7% | +5.6% | -13.4% | -9.2% |
| 1Y | -6.9% | +2.3% | -9.2% | -7.8% |
| 3Y | +61.6% | +73.6% | -11.9% | +41.7% |
| 5Y | +44.7% | +79.9% | -35.2% | +24.3% |
| 10Y | +205.3% | +328.8% | -123.5% | +111.0% |
| All | +4,023.7% | +3,079.8% | +943.9% | +1,750.0% |
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