+15,251.3%
BN vs RJF
+49,848.3%
-34,597.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | -9.5% | -1.3% | -8.2% | -9.1% |
| 3M | -10.4% | +18.9% | -29.3% | -15.4% |
| 6M | -6.4% | +15.0% | -21.4% | -10.7% |
| YTD | -11.9% | +12.2% | -24.1% | -15.3% |
| 1Y | -8.6% | +5.6% | -14.2% | -10.5% |
| 3Y | +77.6% | +74.9% | +2.7% | +48.3% |
| 5Y | +37.0% | +106.6% | -69.6% | +8.6% |
| 10Y | +266.4% | +433.1% | -166.7% | +116.9% |
| All | +15,251.3% | +49,848.3% | -34,597.0% | +3,444.6% |
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 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