+48.6%
BUD vs RJF
+76.7%
-28.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +0.8% | +1.8% | -1.0% | +0.6% |
| 30D | -4.8% | 0.0% | -4.8% | -4.8% |
| 3M | +1.4% | +18.0% | -16.6% | -0.5% |
| 6M | +9.9% | +17.0% | -7.1% | +7.9% |
| YTD | +26.3% | +11.1% | +15.2% | +24.5% |
| 1Y | +36.1% | +8.0% | +28.2% | +34.5% |
| 3Y | +48.6% | +73.3% | -24.7% | +35.1% |
| All | +48.6% | +76.7% | -28.1% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling