+47.1%
BUD vs RJF
+75.2%
-28.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +6.7% | +6.7% | -0.1% | +5.9% |
| 3M | +5.9% | -7.3% | +13.2% | +6.5% |
| 6M | +5.1% | +9.8% | -4.7% | +4.0% |
| YTD | +32.9% | +5.6% | +27.2% | +31.7% |
| 1Y | +31.8% | +2.3% | +29.6% | +31.0% |
| All | +47.1% | +75.2% | -28.1% | +35.0% |
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