+198.5%
EXEL vs RJF
+106.2%
+92.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 6M | +37.7% | +16.9% | +20.8% | +32.0% |
| YTD | +33.1% | +10.4% | +22.6% | +29.1% |
| 1Y | +52.4% | +7.4% | +45.0% | +48.6% |
| 3Y | +163.8% | +72.2% | +91.6% | +122.5% |
| 5Y | +198.5% | +105.1% | +93.4% | +132.5% |
| All | +198.5% | +106.2% | +92.3% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling