+950.6%
BX vs RJF
+1,023.9%
-73.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | -2.0% | +1.8% | -3.7% | -3.0% |
| 30D | -2.3% | 0.0% | -2.3% | -2.3% |
| 3M | +18.5% | +18.0% | +0.5% | +7.3% |
| 6M | +23.7% | +17.0% | +6.8% | +12.7% |
| YTD | -10.4% | +11.1% | -21.5% | -15.9% |
| 1Y | -19.6% | +8.0% | -27.5% | -23.2% |
| 3Y | +30.8% | +73.3% | -42.5% | -5.4% |
| 5Y | +24.3% | +107.4% | -83.1% | -18.6% |
| 10Y | +679.5% | +428.5% | +251.0% | +181.1% |
| All | +950.6% | +1,023.9% | -73.3% | +97.4% |
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