-64.8%
EL vs RJF
+80.1%
-144.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +12.3% | +5.3% | +6.9% | +9.0% |
| 3M | +28.4% | -6.8% | +35.2% | +33.0% |
| 6M | +36.7% | +11.4% | +25.3% | +27.5% |
| YTD | +8.4% | +5.5% | +2.8% | +3.7% |
| 1Y | +25.4% | +3.7% | +21.8% | +21.1% |
| 3Y | +3.4% | +73.4% | -70.0% | -28.6% |
| 5Y | -64.8% | +78.3% | -143.1% | -76.6% |
| All | -64.8% | +80.1% | -144.8% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling