+281.8%
EXEL vs RJF
+81.1%
+200.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -0.8% | +3.6% | -4.4% | -1.7% |
| 30D | +13.1% | +7.2% | +5.9% | +11.2% |
| 3M | +36.3% | -6.5% | +42.8% | +38.4% |
| 6M | +34.5% | +10.3% | +24.2% | +30.7% |
| YTD | +57.4% | +6.5% | +50.9% | +53.9% |
| 1Y | +62.9% | +6.1% | +56.8% | +59.3% |
| 3Y | +229.5% | +74.9% | +154.6% | +176.0% |
| All | +281.8% | +81.1% | +200.7% | +206.1% |
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