+35.8%
EQT vs RJF
+69.1%
-33.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | -1.2% | -4.2% | +3.0% | +0.3% |
| 30D | +1.1% | -3.6% | +4.7% | +2.3% |
| 3M | +4.8% | +15.6% | -10.8% | -1.1% |
| 6M | -10.6% | +17.6% | -28.2% | -16.5% |
| YTD | +3.4% | +9.2% | -5.8% | -1.3% |
| 1Y | +8.7% | +5.5% | +3.2% | +5.0% |
| All | +35.8% | +69.1% | -33.3% | +4.2% |
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