+1,710.0%
EL vs RJF
+8,786.6%
-7,076.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.5% | +3.6% | -2.0% | +0.5% |
| 30D | +10.0% | +7.2% | +2.8% | +7.8% |
| 3M | +28.4% | -6.5% | +34.9% | +30.7% |
| 6M | +37.1% | +10.3% | +26.8% | +32.8% |
| YTD | +7.8% | +6.5% | +1.3% | +5.5% |
| 1Y | +26.0% | +6.1% | +19.9% | +23.4% |
| 3Y | +3.8% | +74.9% | -71.1% | -12.0% |
| 5Y | -65.2% | +81.3% | -146.5% | -70.8% |
| 10Y | +62.1% | +332.3% | -270.2% | +5.7% |
| All | +1,710.0% | +8,786.6% | -7,076.6% | +488.6% |
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