+164.2%
XLB vs RJF
+326.9%
-162.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +0.5% | +3.6% | -3.0% | -1.0% |
| 30D | +5.2% | +7.2% | -2.1% | +1.8% |
| 3M | +0.3% | -6.5% | +6.8% | +3.1% |
| 6M | +1.2% | +10.3% | -9.1% | -3.8% |
| YTD | +16.6% | +6.5% | +10.1% | +11.8% |
| 1Y | +21.4% | +6.1% | +15.3% | +16.5% |
| 3Y | +43.2% | +74.9% | -31.7% | +5.6% |
| 5Y | +28.0% | +81.3% | -53.3% | -9.5% |
| All | +164.2% | +326.9% | -162.8% | +22.1% |
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 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