+18.4%
BROS vs RJF
+109.1%
-90.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.7% |
| 7D | -6.1% | -4.2% | -1.9% | -3.6% |
| 30D | -12.4% | -3.6% | -8.8% | -10.4% |
| 3M | -27.9% | +15.6% | -43.6% | -34.6% |
| 6M | -16.8% | +17.6% | -34.4% | -25.4% |
| YTD | -29.0% | +9.2% | -38.3% | -33.4% |
| 1Y | -33.2% | +5.5% | -38.7% | -36.2% |
| 3Y | +56.8% | +70.3% | -13.6% | +7.8% |
| All | +18.4% | +109.1% | -90.7% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling