+1,229.2%
ES vs RJF
+47,070.7%
-45,841.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.0% |
| 7D | -0.1% | +3.4% | -3.5% | -0.6% |
| 30D | +5.7% | +5.9% | -0.2% | +4.8% |
| 3M | -2.8% | -4.6% | +1.8% | -2.2% |
| 6M | +7.0% | +9.5% | -2.5% | +5.3% |
| YTD | +6.8% | +6.0% | +0.8% | +5.4% |
| 1Y | -0.5% | +4.3% | -4.8% | -1.6% |
| 3Y | +47.2% | +76.6% | -29.4% | +33.5% |
| 5Y | +2.3% | +80.6% | -78.3% | -8.6% |
| 10Y | +85.6% | +346.5% | -260.8% | +41.3% |
| All | +1,229.2% | +47,070.7% | -45,841.4% | +570.4% |
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