+9,905.1%
EAT vs RJF
+46,927.3%
-37,022.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -7.1% | +1.5% | -8.6% | -7.6% |
| 30D | -2.3% | +6.7% | -9.1% | -4.8% |
| 3M | -19.6% | -7.3% | -12.3% | -17.5% |
| 6M | +46.0% | +9.8% | +36.3% | +40.1% |
| YTD | +37.7% | +5.6% | +32.0% | +33.8% |
| 1Y | +73.8% | +2.3% | +71.5% | +70.7% |
| 3Y | +482.1% | +73.6% | +408.5% | +365.3% |
| 5Y | +362.5% | +79.9% | +282.6% | +264.3% |
| 10Y | +319.3% | +328.8% | -9.6% | +144.6% |
| All | +9,905.1% | +46,927.3% | -37,022.3% | +1,579.2% |
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 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