+285.2%
BRO vs RJF
+429.3%
-144.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -7.3% | -2.7% | -4.6% | -6.3% |
| 30D | -6.9% | -4.3% | -2.6% | -5.3% |
| 3M | +10.7% | +15.7% | -5.1% | +4.6% |
| 6M | -2.7% | +17.8% | -20.5% | -8.9% |
| YTD | -16.3% | +9.2% | -25.5% | -19.7% |
| 1Y | -29.1% | +2.8% | -31.9% | -30.5% |
| 3Y | -7.8% | +69.5% | -77.3% | -28.1% |
| 5Y | +18.7% | +105.9% | -87.2% | -16.3% |
| All | +285.2% | +429.3% | -144.1% | +78.1% |
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 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