+21.5%
BX vs RJF
+69.1%
-47.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.0% |
| 7D | -8.9% | -4.2% | -4.7% | -5.7% |
| 30D | -14.8% | -3.6% | -11.2% | -12.3% |
| 3M | +6.9% | +15.6% | -8.7% | -4.9% |
| 6M | +16.3% | +17.6% | -1.3% | +2.0% |
| YTD | -16.1% | +9.2% | -25.3% | -22.4% |
| 1Y | -26.8% | +5.5% | -32.3% | -30.5% |
| All | +21.5% | +69.1% | -47.5% | -18.7% |
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 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