+171.6%
BKR vs RJF
+104.0%
+67.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -7.0% | -2.7% | -4.3% | -5.8% |
| 30D | -8.1% | -4.3% | -3.9% | -6.3% |
| 3M | -6.6% | +15.7% | -22.3% | -13.3% |
| 6M | +0.9% | +17.8% | -16.9% | -7.4% |
| YTD | +31.1% | +9.2% | +21.9% | +24.2% |
| 1Y | +27.7% | +2.8% | +24.9% | +24.5% |
| 3Y | +71.2% | +69.5% | +1.8% | +29.6% |
| All | +171.6% | +104.0% | +67.6% | +79.6% |
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