+518.3%
BKR vs RJF
+48,495.2%
-47,976.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -7.0% | -2.7% | -4.3% | -6.0% |
| 30D | -8.1% | -4.3% | -3.9% | -6.7% |
| 3M | -6.6% | +15.7% | -22.3% | -11.8% |
| 6M | +0.9% | +17.8% | -16.9% | -5.5% |
| YTD | +31.1% | +9.2% | +21.9% | +25.9% |
| 1Y | +27.7% | +2.8% | +24.9% | +25.2% |
| 3Y | +71.2% | +69.5% | +1.8% | +39.1% |
| 5Y | +177.6% | +105.9% | +71.7% | +107.3% |
| 10Y | +122.7% | +424.9% | -302.2% | +21.8% |
| All | +518.3% | +48,495.2% | -47,976.8% | +37.7% |
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