-27.8%
BB vs RJF
+106.2%
-133.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +1.8% | -0.3% | +2.1% | +2.0% |
| 30D | -12.2% | -2.0% | -10.2% | -11.3% |
| 3M | -12.3% | +16.3% | -28.7% | -21.0% |
| 6M | +122.7% | +16.9% | +105.8% | +98.5% |
| YTD | +104.5% | +10.4% | +94.0% | +87.9% |
| 1Y | +106.7% | +7.4% | +99.3% | +93.0% |
| 3Y | +70.0% | +72.2% | -2.3% | +10.9% |
| 5Y | -27.8% | +105.1% | -132.9% | -63.2% |
| All | -27.8% | +106.2% | -133.9% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling