+820.5%
XLB vs RJF
+4,005.3%
-3,184.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | +0.2% |
| 7D | -1.4% | -0.6% | -0.8% | -1.2% |
| 30D | -0.4% | -1.3% | +0.9% | 0.0% |
| 3M | +2.0% | +18.9% | -16.9% | -4.4% |
| 6M | +1.8% | +15.0% | -13.2% | -3.7% |
| YTD | +16.6% | +12.2% | +4.4% | +10.9% |
| 1Y | +16.9% | +5.6% | +11.3% | +13.4% |
| 3Y | +32.6% | +74.9% | -42.3% | +5.4% |
| 5Y | +35.6% | +106.6% | -71.0% | +0.2% |
| 10Y | +160.0% | +433.1% | -273.0% | +33.0% |
| All | +820.5% | +4,005.3% | -3,184.8% | +121.2% |
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 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