-3.5%
BRO vs RJF
+5.4%
-8.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.3% |
| 7D | +9.9% | +2.2% | +7.7% | +9.2% |
| 30D | +22.3% | +3.4% | +18.9% | +21.0% |
| 3M | +5.3% | -8.7% | +14.1% | +7.1% |
| 6M | +30.3% | +4.1% | +26.2% | +28.5% |
| YTD | -5.7% | +3.7% | -9.5% | -6.5% |
| 1Y | -3.5% | +4.4% | -7.9% | -4.5% |
| All | -3.5% | +5.4% | -8.9% | -4.5% |
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