+141.8%
BRKR vs RJF
+3,197.1%
-3,055.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -8.7% | -2.7% | -6.0% | -7.5% |
| 30D | -9.9% | -4.3% | -5.6% | -8.2% |
| 3M | -3.1% | +15.7% | -18.8% | -9.8% |
| 6M | +45.5% | +17.8% | +27.7% | +34.0% |
| YTD | +13.7% | +9.2% | +4.5% | +8.1% |
| 1Y | +67.4% | +2.8% | +64.7% | +63.1% |
| 3Y | -13.2% | +69.5% | -82.7% | -34.1% |
| 5Y | -39.5% | +105.9% | -145.4% | -59.1% |
| 10Y | +153.5% | +424.9% | -271.4% | +4.7% |
| All | +141.8% | +3,197.1% | -3,055.3% | -60.9% |
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