+11,892.0%
ENB vs RJF
+49,360.8%
-37,468.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -0.5% | +1.8% | -2.2% | -0.8% |
| 30D | -0.2% | 0.0% | -0.2% | -0.3% |
| 3M | -7.5% | +18.0% | -25.5% | -10.3% |
| 6M | -4.1% | +17.0% | -21.1% | -7.0% |
| YTD | +9.8% | +11.1% | -1.3% | +7.2% |
| 1Y | +8.7% | +8.0% | +0.7% | +6.5% |
| 3Y | +79.0% | +73.3% | +5.7% | +59.7% |
| 5Y | +69.1% | +107.4% | -38.3% | +44.8% |
| 10Y | +96.5% | +428.5% | -332.0% | +42.5% |
| All | +11,892.0% | +49,360.8% | -37,468.8% | +6,044.4% |
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