+43.6%
EXEL vs RJF
+5.1%
+38.6%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | -4.9% | -2.7% | -2.2% | -4.4% |
| 30D | +11.4% | -4.3% | +15.7% | +12.3% |
| 3M | +4.9% | +15.7% | -10.8% | +1.4% |
| 6M | +34.4% | +17.8% | +16.6% | +29.6% |
| YTD | +28.0% | +9.2% | +18.9% | +25.2% |
| 1Y | +43.6% | +2.8% | +40.9% | +42.0% |
| All | +43.6% | +5.1% | +38.6% | +42.0% |
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