+187.0%
BR vs RJF
+429.3%
-242.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.0% | -2.7% | -0.3% | -2.0% |
| 30D | -0.3% | -4.3% | +4.0% | +1.2% |
| 3M | +17.3% | +15.7% | +1.6% | +11.2% |
| 6M | -6.7% | +17.8% | -24.5% | -12.3% |
| YTD | -23.4% | +9.2% | -32.6% | -26.3% |
| 1Y | -32.7% | +2.8% | -35.4% | -33.9% |
| 3Y | -5.9% | +69.5% | -75.4% | -24.5% |
| 5Y | +8.4% | +105.9% | -97.5% | -20.6% |
| All | +187.0% | +429.3% | -242.3% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling