-24.5%
BRO vs RJF
+7.8%
-32.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | +0.9% | -1.3% | +2.1% | +1.1% |
| 3M | +24.8% | +18.9% | +5.9% | +19.8% |
| 6M | -0.1% | +15.0% | -15.1% | -4.0% |
| YTD | -9.7% | +12.2% | -21.9% | -13.0% |
| 1Y | -24.5% | +5.6% | -30.1% | -26.1% |
| All | -24.5% | +7.8% | -32.3% | -26.1% |
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