+280.4%
EMR vs RJF
+326.9%
-46.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +2.8% | +3.6% | -0.7% | +0.8% |
| 30D | +3.7% | +7.2% | -3.6% | -0.4% |
| 3M | +2.0% | -6.5% | +8.5% | +5.8% |
| 6M | +22.1% | +10.3% | +11.8% | +14.6% |
| YTD | +27.2% | +6.5% | +20.7% | +21.4% |
| 1Y | +32.0% | +6.1% | +25.9% | +26.2% |
| 3Y | +103.3% | +74.9% | +28.4% | +43.9% |
| 5Y | +88.2% | +81.3% | +6.9% | +25.3% |
| All | +280.4% | +326.9% | -46.6% | +51.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling