+15,947.2%
BN vs RJF
+46,882.4%
-30,935.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.1% |
| 30D | +13.5% | +5.3% | +8.2% | +11.7% |
| 3M | -5.9% | -6.8% | +0.9% | -3.7% |
| 6M | -8.9% | +11.4% | -20.4% | -12.2% |
| YTD | -7.9% | +5.5% | -13.4% | -9.6% |
| 1Y | -8.3% | +3.7% | -12.0% | -9.5% |
| 3Y | +100.8% | +73.4% | +27.3% | +68.2% |
| 5Y | +38.2% | +78.3% | -40.1% | +14.8% |
| 10Y | +302.3% | +328.4% | -26.1% | +154.3% |
| All | +15,947.2% | +46,882.4% | -30,935.2% | +3,682.6% |
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