+11,164.8%
EAT vs RJF
+49,360.8%
-38,196.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -4.9% | +1.8% | -6.7% | -5.6% |
| 30D | -1.2% | 0.0% | -1.2% | -1.3% |
| 3M | +52.2% | +18.0% | +34.3% | +42.4% |
| 6M | +65.0% | +17.0% | +48.1% | +54.6% |
| YTD | +55.0% | +11.1% | +43.9% | +48.1% |
| 1Y | +42.1% | +8.0% | +34.1% | +36.8% |
| 3Y | +614.7% | +73.3% | +541.4% | +472.2% |
| 5Y | +322.7% | +107.4% | +215.3% | +216.0% |
| 10Y | +382.0% | +428.5% | -46.5% | +161.9% |
| All | +11,164.8% | +49,360.8% | -38,196.1% | +1,757.5% |
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