+1,920.9%
XEL vs RJF
+49,360.8%
-47,439.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +1.3% | +1.8% | -0.5% | +1.1% |
| 30D | -1.5% | 0.0% | -1.5% | -1.6% |
| 3M | -0.2% | +18.0% | -18.2% | -2.6% |
| 6M | -5.4% | +17.0% | -22.4% | -7.7% |
| YTD | +5.6% | +11.1% | -5.5% | +3.6% |
| 1Y | +10.5% | +8.0% | +2.5% | +8.7% |
| 3Y | +49.2% | +73.3% | -24.1% | +36.1% |
| 5Y | +30.1% | +107.4% | -77.3% | +14.3% |
| 10Y | +146.7% | +428.5% | -281.8% | +84.8% |
| All | +1,920.9% | +49,360.8% | -47,439.9% | +848.1% |
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 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