+103.2%
EMR vs RJF
+75.2%
+28.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | +1.5% | +1.2% | +1.8% |
| 30D | +2.1% | +6.7% | -4.6% | -1.6% |
| 3M | +2.3% | -7.3% | +9.6% | +6.6% |
| 6M | +22.5% | +9.8% | +12.7% | +15.5% |
| YTD | +27.2% | +5.6% | +21.5% | +21.8% |
| 1Y | +28.0% | +2.3% | +25.8% | +25.0% |
| All | +103.2% | +75.2% | +28.0% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling