+13,978.1%
ECL vs RJF
+46,927.3%
-32,949.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | +6.6% | +6.7% | -0.2% | +4.7% |
| 3M | +9.6% | -7.3% | +17.0% | +11.8% |
| 6M | +21.6% | +9.8% | +11.8% | +18.2% |
| YTD | +16.9% | +5.6% | +11.2% | +14.3% |
| 1Y | +17.9% | +2.3% | +15.6% | +16.2% |
| 3Y | +76.5% | +73.6% | +2.9% | +48.5% |
| 5Y | +36.6% | +79.9% | -43.3% | +12.9% |
| 10Y | +193.2% | +328.8% | -135.7% | +88.7% |
| All | +13,978.1% | +46,927.3% | -32,949.3% | +3,018.3% |
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