-13.1%
BR vs RJF
+7.8%
-20.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.3% | +1.7% |
| 7D | +7.0% | +7.2% | -0.2% | +4.7% |
| 30D | +19.0% | +4.9% | +14.1% | +17.2% |
| 3M | +13.1% | -5.5% | +18.6% | +14.4% |
| 6M | +24.6% | +8.0% | +16.7% | +21.5% |
| YTD | -13.6% | +6.2% | -19.8% | -14.3% |
| 1Y | -13.1% | +7.8% | -20.9% | -14.0% |
| All | -13.1% | +7.8% | -20.9% | -14.0% |
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