+46.2%
RBRK vs RJF
+5.4%
+40.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -2.3% | -8.8% | -10.2% |
| 7D | -20.9% | +2.2% | -23.1% | -21.3% |
| 30D | -15.9% | +3.4% | -19.3% | -16.8% |
| 3M | +24.7% | -8.7% | +33.4% | +30.0% |
| 6M | +85.1% | +4.1% | +81.0% | +80.6% |
| YTD | +38.3% | +3.7% | +34.5% | +28.4% |
| 1Y | +46.2% | +4.4% | +41.7% | +36.1% |
| All | +46.2% | +5.4% | +40.7% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling