+7,594.5%
EW vs RJF
+3,716.1%
+3,878.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +4.9% | +1.5% | +3.4% | +4.6% |
| 30D | +24.1% | +6.7% | +17.4% | +22.2% |
| 3M | +13.7% | -7.3% | +21.1% | +15.7% |
| 6M | +32.7% | +9.8% | +22.9% | +29.4% |
| YTD | +24.1% | +5.6% | +18.5% | +21.6% |
| 1Y | +23.6% | +2.3% | +21.4% | +22.1% |
| 3Y | +64.8% | +73.6% | -8.8% | +40.5% |
| 5Y | -8.8% | +79.9% | -88.7% | -24.1% |
| 10Y | +248.8% | +328.8% | -80.1% | +128.6% |
| All | +7,594.5% | +3,716.1% | +3,878.4% | +2,756.8% |
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