+1,397.6%
BP vs RJF
+47,306.8%
-45,909.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | +2.6% | +3.6% | -1.0% | +1.7% |
| 30D | -6.4% | +7.2% | -13.6% | -8.2% |
| 3M | +8.0% | -6.5% | +14.5% | +9.5% |
| 6M | +6.0% | +10.3% | -4.3% | +2.6% |
| YTD | +36.5% | +6.5% | +30.0% | +32.8% |
| 1Y | +31.7% | +6.1% | +25.6% | +28.2% |
| 3Y | +48.6% | +74.9% | -26.3% | +25.3% |
| 5Y | +111.7% | +81.3% | +30.3% | +75.3% |
| 10Y | +138.0% | +332.3% | -194.3% | +57.6% |
| All | +1,397.6% | +47,306.8% | -45,909.2% | +420.3% |
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