+12,781.7%
ECL vs RJF
+49,848.3%
-37,066.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -2.6% | -0.6% | -2.0% | -2.5% |
| 30D | -2.2% | -1.3% | -0.9% | -1.9% |
| 3M | +10.1% | +18.9% | -8.8% | +5.0% |
| 6M | -5.7% | +15.0% | -20.8% | -9.5% |
| YTD | +7.0% | +12.2% | -5.3% | +3.0% |
| 1Y | +2.7% | +5.6% | -3.0% | +0.3% |
| 3Y | +57.7% | +74.9% | -17.1% | +32.4% |
| 5Y | +31.1% | +106.6% | -75.5% | +4.4% |
| 10Y | +150.9% | +433.1% | -282.2% | +52.9% |
| All | +12,781.7% | +49,848.3% | -37,066.6% | +2,709.4% |
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