+2,502.2%
ED vs RJF
+47,306.8%
-44,804.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +2.1% | +3.6% | -1.5% | +1.6% |
| 30D | +10.4% | +7.2% | +3.2% | +9.5% |
| 3M | +12.5% | -6.5% | +19.1% | +13.3% |
| 6M | +14.9% | +10.3% | +4.6% | +13.5% |
| YTD | +24.8% | +6.5% | +18.3% | +23.4% |
| 1Y | +23.8% | +6.1% | +17.7% | +22.4% |
| 3Y | +51.6% | +74.9% | -23.2% | +40.2% |
| 5Y | +86.4% | +81.3% | +5.1% | +70.0% |
| 10Y | +145.4% | +332.3% | -186.9% | +98.0% |
| All | +2,502.2% | +47,306.8% | -44,804.6% | +1,234.1% |
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