+367.8%
EXEL vs RJF
+4,783.2%
-4,415.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -0.8% | +3.6% | -4.4% | -2.7% |
| 30D | +13.1% | +7.2% | +5.9% | +8.7% |
| 3M | +36.3% | -6.5% | +42.8% | +40.7% |
| 6M | +34.5% | +10.3% | +24.2% | +26.0% |
| YTD | +57.4% | +6.5% | +50.9% | +49.0% |
| 1Y | +62.9% | +6.1% | +56.8% | +54.3% |
| 3Y | +229.5% | +74.9% | +154.6% | +126.0% |
| 5Y | +281.2% | +81.3% | +199.9% | +141.9% |
| 10Y | +320.7% | +332.3% | -11.6% | +42.6% |
| All | +367.8% | +4,783.2% | -4,415.4% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling