-29.6%
BR vs RJF
+7.8%
-37.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.9% |
| 7D | -5.3% | -0.6% | -4.7% | -5.1% |
| 30D | +6.4% | -1.3% | +7.7% | +6.8% |
| 3M | +13.6% | +18.9% | -5.2% | +8.6% |
| 6M | -6.7% | +15.0% | -21.7% | -10.6% |
| YTD | -21.1% | +12.2% | -33.3% | -23.5% |
| 1Y | -29.6% | +5.6% | -35.2% | -31.0% |
| All | -29.6% | +7.8% | -37.4% | -31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling