-2.1%
BROS vs RJF
+103.9%
-106.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.7% | +6.0% |
| 7D | +6.3% | +3.6% | +2.7% | +4.1% |
| 30D | -8.3% | +7.2% | -15.6% | -11.9% |
| 3M | -29.8% | -6.5% | -23.3% | -26.7% |
| 6M | -25.8% | +10.3% | -36.1% | -30.7% |
| YTD | -41.4% | +6.5% | -47.9% | -44.0% |
| 1Y | -35.2% | +6.1% | -41.3% | -38.0% |
| 3Y | +32.8% | +74.9% | -42.1% | -10.0% |
| 5Y | -42.2% | +81.3% | -123.5% | -61.0% |
| All | -2.1% | +103.9% | -106.1% | -24.5% |
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 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