+109.4%
BP vs RJF
+80.1%
+29.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -0.8% | -0.9% | +0.2% | -0.5% |
| 30D | -3.1% | +5.3% | -8.5% | -4.9% |
| 3M | +6.2% | -6.8% | +13.0% | +8.1% |
| 6M | +4.8% | +11.4% | -6.6% | +0.1% |
| YTD | +35.2% | +5.5% | +29.6% | +30.9% |
| 1Y | +27.4% | +3.7% | +23.8% | +24.1% |
| 3Y | +49.8% | +73.4% | -23.7% | +14.3% |
| 5Y | +109.4% | +78.3% | +31.1% | +48.6% |
| All | +109.4% | +80.1% | +29.3% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling