+26.7%
BTDR vs RJF
+120.0%
-93.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.9% |
| 7D | +22.4% | +1.8% | +20.7% | +21.4% |
| 30D | +16.5% | 0.0% | +16.5% | +15.9% |
| 3M | -31.5% | +18.0% | -49.4% | -37.8% |
| 6M | +74.0% | +17.0% | +57.1% | +58.6% |
| YTD | +13.0% | +11.1% | +1.9% | +7.0% |
| 1Y | -0.2% | +8.0% | -8.2% | -4.2% |
| 3Y | +9.9% | +73.3% | -63.4% | -1.1% |
| 5Y | +28.1% | +107.4% | -79.3% | +15.0% |
| All | +26.7% | +120.0% | -93.3% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling