+1,582.2%
EL vs RJF
+9,263.0%
-7,680.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.5% | +3.4% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +19.8% | -1.3% | +21.1% | +20.2% |
| 3M | +25.7% | +18.9% | +6.8% | +19.5% |
| 6M | +5.4% | +15.0% | -9.6% | +1.2% |
| YTD | +0.2% | +12.2% | -12.0% | -3.3% |
| 1Y | +20.4% | +5.6% | +14.8% | +18.1% |
| 3Y | -32.1% | +74.9% | -107.0% | -42.4% |
| 5Y | -67.2% | +106.6% | -173.8% | -73.4% |
| 10Y | +31.7% | +433.1% | -401.3% | -18.5% |
| All | +1,582.2% | +9,263.0% | -7,680.7% | +439.6% |
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 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