+795.1%
BKNG vs RJF
+4,204.2%
-3,409.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | -10.7% | -4.2% | -6.5% | -8.8% |
| 30D | -18.1% | -3.6% | -14.5% | -16.7% |
| 3M | +8.5% | +15.6% | -7.1% | +1.3% |
| 6M | -0.1% | +17.6% | -17.7% | -7.7% |
| YTD | -18.2% | +9.2% | -27.4% | -22.2% |
| 1Y | -19.9% | +5.5% | -25.4% | -22.7% |
| 3Y | +41.6% | +70.3% | -28.7% | +6.9% |
| 5Y | +93.1% | +106.0% | -12.9% | +31.8% |
| 10Y | +214.8% | +425.1% | -210.3% | +34.8% |
| All | +795.1% | +4,204.2% | -3,409.1% | -16.5% |
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