-15.2%
BTDR vs RJF
+5.1%
-20.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.8% |
| 7D | -3.4% | -2.7% | -0.7% | -1.2% |
| 30D | +32.6% | -4.3% | +36.9% | +36.9% |
| 3M | -32.2% | +15.7% | -48.0% | -42.0% |
| 6M | +52.4% | +17.8% | +34.6% | +26.8% |
| YTD | +6.7% | +9.2% | -2.5% | -0.2% |
| 1Y | -15.2% | +2.8% | -18.0% | -19.2% |
| All | -15.2% | +5.1% | -20.3% | -19.2% |
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