+13.6%
ED vs RJF
+6.3%
+7.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.8% |
| 7D | -1.9% | -4.2% | +2.3% | -2.2% |
| 30D | +0.1% | -3.6% | +3.7% | -0.2% |
| 3M | 0.0% | +15.6% | -15.6% | +1.6% |
| 6M | -2.5% | +17.6% | -20.1% | -0.5% |
| YTD | +10.1% | +9.2% | +0.9% | +10.7% |
| 1Y | +13.6% | +5.5% | +8.1% | +15.2% |
| All | +13.6% | +6.3% | +7.3% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling