+3,554.7%
RBA vs RJF
+3,277.3%
+277.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | -12.3% | -1.3% | -11.0% | -12.1% |
| 3M | -20.5% | +18.9% | -39.4% | -23.6% |
| 6M | -18.5% | +15.0% | -33.6% | -21.3% |
| YTD | -18.2% | +12.2% | -30.4% | -20.6% |
| 1Y | -27.5% | +5.6% | -33.1% | -28.7% |
| 3Y | +38.1% | +74.9% | -36.8% | +20.7% |
| 5Y | +44.8% | +106.6% | -61.9% | +20.6% |
| 10Y | +187.1% | +433.1% | -245.9% | +89.7% |
| All | +3,554.7% | +3,277.3% | +277.4% | +1,518.2% |
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