+1,148.4%
EIX vs RJF
+47,157.9%
-46,009.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.0% | +4.0% | -3.0% | +0.3% |
| 30D | +8.9% | +6.1% | +2.7% | +7.7% |
| 3M | -9.8% | -5.8% | -4.0% | -8.9% |
| 6M | -10.2% | +9.7% | -19.9% | -12.0% |
| YTD | +5.9% | +6.2% | -0.2% | +4.0% |
| 1Y | +10.9% | +5.3% | +5.6% | +9.0% |
| 3Y | +10.2% | +74.4% | -64.2% | -2.0% |
| 5Y | +17.0% | +81.6% | -64.5% | +2.1% |
| 10Y | +35.1% | +333.6% | -298.5% | -1.3% |
| All | +1,148.4% | +47,157.9% | -46,009.5% | +433.4% |
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