+165.3%
EXEL vs RJF
+71.0%
+94.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.3% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | +10.1% | -2.0% | +12.2% | +10.6% |
| 3M | +10.1% | +16.3% | -6.3% | +6.0% |
| 6M | +37.7% | +16.9% | +20.8% | +32.4% |
| YTD | +33.1% | +10.4% | +22.6% | +29.4% |
| 1Y | +52.4% | +7.4% | +45.0% | +48.9% |
| All | +165.3% | +71.0% | +94.3% | +114.9% |
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 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