+363.1%
EXEL vs RJF
+429.5%
-66.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.1% |
| 7D | -2.9% | -4.2% | +1.3% | -1.3% |
| 30D | +11.9% | -3.6% | +15.5% | +13.3% |
| 3M | +9.2% | +15.6% | -6.4% | +3.0% |
| 6M | +39.1% | +17.6% | +21.5% | +30.1% |
| YTD | +31.0% | +9.2% | +21.8% | +25.5% |
| 1Y | +52.3% | +5.5% | +46.8% | +47.5% |
| 3Y | +159.7% | +70.3% | +89.4% | +102.3% |
| 5Y | +187.7% | +106.0% | +81.7% | +98.0% |
| All | +363.1% | +429.5% | -66.3% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling