+16.5%
BTDR vs RJF
+101.5%
-85.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.1% | -5.4% | -5.9% |
| 7D | -3.2% | -4.2% | +1.0% | -1.0% |
| 30D | +32.7% | -3.6% | +36.3% | +35.0% |
| 3M | -28.4% | +15.6% | -44.0% | -34.4% |
| 6M | +51.7% | +17.6% | +34.1% | +37.7% |
| YTD | +2.9% | +9.2% | -6.4% | -1.8% |
| 1Y | -15.5% | +5.5% | -21.0% | -17.9% |
| 3Y | 0.0% | +70.3% | -70.3% | -9.3% |
| 5Y | +16.5% | +106.0% | -89.6% | +5.7% |
| All | +16.5% | +101.5% | -85.1% | +5.7% |
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