+4,282.2%
EMR vs RJF
+46,927.3%
-42,645.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.1% |
| 30D | +2.1% | +6.7% | -4.6% | -0.2% |
| 3M | +2.3% | -7.3% | +9.6% | +5.0% |
| 6M | +22.5% | +9.8% | +12.7% | +18.1% |
| YTD | +27.2% | +5.6% | +21.5% | +24.2% |
| 1Y | +28.0% | +2.3% | +25.8% | +26.5% |
| 3Y | +103.4% | +73.6% | +29.8% | +66.7% |
| 5Y | +88.2% | +79.9% | +8.3% | +50.2% |
| 10Y | +280.3% | +328.8% | -48.5% | +125.6% |
| All | +4,282.2% | +46,927.3% | -42,645.1% | +699.0% |
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