+94.8%
BN vs RJF
+76.6%
+18.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.1% |
| 7D | -1.0% | +3.6% | -4.6% | -3.2% |
| 30D | +14.0% | +7.2% | +6.7% | +9.0% |
| 3M | -9.0% | -6.5% | -2.5% | -5.1% |
| 6M | -8.8% | +10.3% | -19.1% | -14.8% |
| YTD | -10.3% | +6.5% | -16.8% | -15.0% |
| 1Y | -5.8% | +6.1% | -11.9% | -10.6% |
| 3Y | +94.8% | +74.9% | +19.9% | +37.9% |
| All | +94.8% | +76.6% | +18.2% | +37.9% |
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