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  • EWY vs RJF✓SelectedUSD · RJFEWY vs RJF performance historyLatest closeAs of+0.55%09/08
Stock and ETF performance explorer

EWY vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,244.2%
RJF return
+4,255.4%
Excess return
-3,011.3%
Maximum drawdown
-74.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+0.6%-1.0%+1.5%+1.0%
7D+8.0%+1.8%+6.3%+7.2%
30D+14.3%0.0%+14.3%+14.1%
3M+2.3%+18.0%-15.7%-5.5%
6M+49.9%+17.0%+32.9%+38.8%
YTD+95.3%+11.1%+84.2%+84.3%
1Y+161.7%+8.0%+153.8%+149.2%
3Y+230.2%+73.3%+156.9%+149.6%
5Y+148.1%+107.4%+40.7%+68.3%
10Y+293.2%+428.5%-135.3%+63.6%
All+1,244.2%+4,255.4%-3,011.3%+69.9%

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