+19.6%
BTDR vs RJF
+116.2%
-96.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.8% |
| 7D | -3.4% | -2.7% | -0.7% | -2.0% |
| 30D | +32.6% | -4.3% | +36.9% | +35.4% |
| 3M | -32.2% | +15.7% | -48.0% | -37.9% |
| 6M | +52.4% | +17.8% | +34.6% | +38.3% |
| YTD | +6.7% | +9.2% | -2.5% | +2.0% |
| 1Y | -15.2% | +2.8% | -18.0% | -16.6% |
| 3Y | +14.9% | +69.5% | -54.6% | +4.4% |
| 5Y | +20.8% | +105.9% | -85.1% | +9.5% |
| All | +19.6% | +116.2% | -96.6% | +8.3% |
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 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