+91.7%
BKNG vs RJF
+104.1%
-12.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | -10.7% | -4.2% | -6.5% | -8.7% |
| 30D | -18.1% | -3.6% | -14.5% | -16.7% |
| 3M | +8.5% | +15.6% | -7.1% | +1.0% |
| 6M | -0.1% | +17.6% | -17.7% | -8.1% |
| YTD | -18.2% | +9.2% | -27.4% | -22.5% |
| 1Y | -19.9% | +5.5% | -25.4% | -22.9% |
| 3Y | +41.6% | +70.3% | -28.7% | +2.6% |
| All | +91.7% | +104.1% | -12.5% | +18.7% |
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 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