+134.2%
RBRK vs RJF
+45.5%
+88.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -7.5% | -2.7% | -4.8% | -5.8% |
| 30D | -10.4% | -4.3% | -6.2% | -7.9% |
| 3M | +21.3% | +15.7% | +5.5% | +9.6% |
| 6M | +50.6% | +17.8% | +32.8% | +33.9% |
| YTD | +13.3% | +9.2% | +4.1% | +4.6% |
| 1Y | +11.2% | +2.8% | +8.5% | +7.4% |
| All | +134.2% | +45.5% | +88.7% | +71.8% |
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