+72.2%
BKR vs RJF
+69.1%
+3.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.1% | -5.6% | -6.1% |
| 7D | -6.7% | -4.2% | -2.5% | -4.7% |
| 30D | -8.3% | -3.6% | -4.7% | -6.8% |
| 3M | -5.4% | +15.6% | -21.0% | -12.3% |
| 6M | +0.8% | +17.6% | -16.8% | -7.6% |
| YTD | +31.8% | +9.2% | +22.6% | +24.7% |
| 1Y | +28.6% | +5.5% | +23.1% | +23.6% |
| All | +72.2% | +69.1% | +3.1% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling