+1,235.9%
ES vs RJF
+45,668.0%
-44,432.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.7% |
| 7D | +1.9% | +3.6% | -1.7% | +1.3% |
| 30D | +7.1% | +3.5% | +3.5% | +6.5% |
| 3M | -1.9% | -8.9% | +7.0% | -0.7% |
| 6M | +4.4% | +2.9% | +1.5% | +3.7% |
| YTD | +7.3% | +2.8% | +4.5% | +6.4% |
| 1Y | +2.1% | +2.7% | -0.5% | +1.2% |
| 3Y | +41.8% | +69.3% | -27.4% | +29.4% |
| 5Y | +1.4% | +75.0% | -73.6% | -8.9% |
| 10Y | +86.8% | +378.5% | -291.8% | +40.8% |
| All | +1,235.9% | +45,668.0% | -44,432.0% | +576.9% |
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