+142.2%
BP vs RJF
+326.9%
-184.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +3.8% | +3.6% | +0.2% | +2.2% |
| 30D | -5.3% | +7.2% | -12.5% | -8.4% |
| 3M | +9.3% | -6.5% | +15.8% | +11.8% |
| 6M | +7.2% | +10.3% | -3.1% | +1.3% |
| YTD | +38.0% | +6.5% | +31.5% | +31.4% |
| 1Y | +33.2% | +6.1% | +27.1% | +26.9% |
| 3Y | +50.3% | +74.9% | -24.6% | +8.5% |
| 5Y | +114.1% | +81.3% | +32.8% | +46.7% |
| All | +142.2% | +326.9% | -184.8% | +11.4% |
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