+2,207.4%
ED vs RJF
+49,848.3%
-47,640.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.2% | -1.2% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | -0.1% | -1.3% | +1.1% | 0.0% |
| 3M | +3.9% | +18.9% | -14.9% | +1.8% |
| 6M | -3.0% | +15.0% | -18.1% | -4.8% |
| YTD | +10.7% | +12.2% | -1.5% | +8.8% |
| 1Y | +13.3% | +5.6% | +7.7% | +12.1% |
| 3Y | +34.5% | +74.9% | -40.4% | +24.3% |
| 5Y | +67.1% | +106.6% | -39.5% | +50.1% |
| 10Y | +103.0% | +433.1% | -330.0% | +60.0% |
| All | +2,207.4% | +49,848.3% | -47,640.9% | +1,076.3% |
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