+2,982.6%
EQT vs RJF
+48,495.2%
-45,512.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.0% | -2.7% | +0.7% | -1.2% |
| 30D | 0.0% | -4.3% | +4.3% | +1.2% |
| 3M | +5.9% | +15.7% | -9.8% | +1.2% |
| 6M | -14.8% | +17.8% | -32.6% | -19.3% |
| YTD | +1.8% | +9.2% | -7.4% | -1.8% |
| 1Y | +7.4% | +2.8% | +4.6% | +5.3% |
| 3Y | +33.6% | +69.5% | -35.8% | +12.5% |
| 5Y | +199.3% | +105.9% | +93.4% | +138.1% |
| 10Y | +50.0% | +424.9% | -374.8% | -7.7% |
| All | +2,982.6% | +48,495.2% | -45,512.6% | +1,005.7% |
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