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  • EWY vs RJF✓SelectedUSD · RJFEWY vs RJF performance historyLatest closeAs of-4.19%09/10
Stock and ETF performance explorer

EWY vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+212.8%
RJF return
+69.1%
Excess return
+143.7%
Maximum drawdown
-34.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D-4.2%-1.1%-3.1%-3.9%
7D+1.2%-4.2%+5.4%+2.3%
30D+9.3%-3.6%+12.9%+10.2%
3M+2.4%+15.6%-13.2%-2.0%
6M+40.3%+17.6%+22.7%+33.4%
YTD+88.0%+9.2%+78.8%+82.1%
1Y+143.8%+5.5%+138.3%+138.0%
All+212.8%+69.1%+143.7%+161.5%

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