+1,141.2%
BR vs RJF
+1,063.1%
+78.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | -5.9% | +1.8% | -7.7% | -6.5% |
| 30D | +1.9% | 0.0% | +1.9% | +1.8% |
| 3M | +14.7% | +18.0% | -3.3% | +8.5% |
| 6M | -12.8% | +17.0% | -29.7% | -17.4% |
| YTD | -23.0% | +11.1% | -34.2% | -26.1% |
| 1Y | -31.7% | +8.0% | -39.6% | -33.9% |
| 3Y | -4.8% | +73.3% | -78.1% | -22.3% |
| 5Y | +7.8% | +107.4% | -99.6% | -18.4% |
| 10Y | +184.1% | +428.5% | -244.4% | +51.2% |
| All | +1,141.2% | +1,063.1% | +78.0% | +327.2% |
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 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