+134.1%
BP vs RJF
+429.3%
-295.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | +5.2% | -2.7% | +7.9% | +6.5% |
| 30D | +8.7% | -4.3% | +13.0% | +10.5% |
| 3M | +9.3% | +15.7% | -6.4% | +1.7% |
| 6M | +13.6% | +17.8% | -4.2% | +4.2% |
| YTD | +37.7% | +9.2% | +28.5% | +30.2% |
| 1Y | +40.6% | +2.8% | +37.9% | +36.4% |
| 3Y | +40.3% | +69.5% | -29.1% | +3.4% |
| 5Y | +141.4% | +105.9% | +35.5% | +56.2% |
| All | +134.1% | +429.3% | -295.1% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling