+480.9%
EAT vs RJF
+75.2%
+405.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.1% | +1.5% | -8.6% | -7.8% |
| 30D | -2.3% | +6.7% | -9.1% | -5.5% |
| 3M | -19.6% | -7.3% | -12.3% | -16.6% |
| 6M | +46.0% | +9.8% | +36.3% | +37.7% |
| YTD | +37.7% | +5.6% | +32.0% | +32.1% |
| 1Y | +73.8% | +2.3% | +71.5% | +69.3% |
| All | +480.9% | +75.2% | +405.7% | +327.2% |
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