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  • EQNR vs RJF✓SelectedUSD · RJFEQNR vs RJF performance historyLatest closeAs of-0.69%09/11
Stock and ETF performance explorer

EQNR vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,028.7%
RJF return
+2,815.6%
Excess return
-787.0%
Maximum drawdown
-68.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-0.7%0.0%-0.6%-0.7%
7D+6.4%-2.7%+9.1%+7.5%
30D+10.4%-4.3%+14.6%+11.9%
3M+23.1%+15.7%+7.4%+15.9%
6M+36.3%+17.8%+18.5%+26.8%
YTD+96.0%+9.2%+86.8%+86.6%
1Y+94.2%+2.8%+91.4%+88.6%
3Y+75.3%+69.5%+5.8%+36.6%
5Y+187.2%+105.9%+81.3%+101.8%
10Y+415.5%+424.9%-9.4%+148.7%
All+2,028.7%+2,815.6%-787.0%+503.4%

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