+61.9%
EBAY vs RJF
+104.0%
-42.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +4.2% | -2.7% | +6.9% | +5.2% |
| 30D | +5.6% | -4.3% | +9.9% | +7.2% |
| 3M | -1.4% | +15.7% | -17.1% | -6.8% |
| 6M | +18.2% | +17.8% | +0.4% | +10.8% |
| YTD | +24.8% | +9.2% | +15.7% | +19.8% |
| 1Y | +18.0% | +2.8% | +15.2% | +15.6% |
| 3Y | +160.3% | +69.5% | +90.8% | +96.8% |
| All | +61.9% | +104.0% | -42.1% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling