+8,082.8%
BHP vs RJF
+49,360.8%
-41,278.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | +1.3% | +1.8% | -0.5% | +0.6% |
| 30D | +4.0% | 0.0% | +4.0% | +3.8% |
| 3M | +12.3% | +18.0% | -5.7% | +5.7% |
| 6M | +30.8% | +17.0% | +13.9% | +23.2% |
| YTD | +58.8% | +11.1% | +47.7% | +51.8% |
| 1Y | +76.8% | +8.0% | +68.9% | +70.5% |
| 3Y | +87.5% | +73.3% | +14.2% | +50.1% |
| 5Y | +123.9% | +107.4% | +16.5% | +65.9% |
| 10Y | +504.4% | +428.5% | +75.9% | +217.8% |
| All | +8,082.8% | +49,360.8% | -41,278.0% | +1,866.7% |
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