+56.7%
BDX vs RJF
+429.3%
-372.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -3.2% | -2.7% | -0.5% | -2.5% |
| 30D | -2.5% | -4.3% | +1.7% | -1.6% |
| 3M | +21.4% | +15.7% | +5.7% | +17.1% |
| 6M | +10.4% | +17.8% | -7.4% | +5.9% |
| YTD | +18.8% | +9.2% | +9.7% | +15.6% |
| 1Y | +21.7% | +2.8% | +18.9% | +20.0% |
| 3Y | -10.0% | +69.5% | -79.4% | -22.6% |
| 5Y | -1.8% | +105.9% | -107.7% | -21.5% |
| All | +56.7% | +429.3% | -372.6% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling