+141.1%
BP vs RJF
+106.2%
+34.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | +7.8% | -2.0% | +9.9% | +8.3% |
| 3M | +8.4% | +16.3% | -8.0% | +2.4% |
| 6M | +15.1% | +16.9% | -1.9% | +8.1% |
| YTD | +36.4% | +10.4% | +26.0% | +30.5% |
| 1Y | +40.9% | +7.4% | +33.5% | +35.9% |
| 3Y | +38.8% | +72.2% | -33.4% | +7.1% |
| 5Y | +141.1% | +105.1% | +36.0% | +65.0% |
| All | +141.1% | +106.2% | +34.9% | +65.0% |
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