+92.0%
EXEL vs RJF
+7.8%
+84.1%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.2% |
| 7D | +9.8% | +7.2% | +2.6% | +8.3% |
| 30D | +23.6% | +4.9% | +18.7% | +22.4% |
| 3M | +29.9% | -5.5% | +35.4% | +31.4% |
| 6M | +64.7% | +8.0% | +56.7% | +61.6% |
| YTD | +66.0% | +6.2% | +59.8% | +61.3% |
| 1Y | +92.0% | +7.8% | +84.2% | +84.5% |
| All | +92.0% | +7.8% | +84.1% | +84.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling