+159.8%
XLB vs RJF
+429.3%
-269.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.8% | -2.7% | -0.1% | -1.6% |
| 30D | -3.1% | -4.3% | +1.2% | -1.3% |
| 3M | -0.2% | +15.7% | -15.9% | -6.8% |
| 6M | +3.1% | +17.8% | -14.7% | -4.9% |
| YTD | +13.3% | +9.2% | +4.1% | +7.6% |
| 1Y | +12.0% | +2.8% | +9.3% | +9.2% |
| 3Y | +31.4% | +69.5% | -38.1% | -1.2% |
| 5Y | +33.9% | +105.9% | -72.0% | -10.5% |
| All | +159.8% | +429.3% | -269.5% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling