+136.0%
XLC vs RJF
+197.6%
-61.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.8% |
| 7D | +3.7% | +3.6% | +0.1% | +2.4% |
| 30D | -1.9% | +7.2% | -9.2% | -4.5% |
| 3M | -3.1% | -6.5% | +3.4% | -0.9% |
| 6M | -6.4% | +10.3% | -16.7% | -10.1% |
| YTD | -6.8% | +6.5% | -13.3% | -10.0% |
| 1Y | -1.7% | +6.1% | -7.8% | -5.0% |
| 3Y | +64.7% | +74.9% | -10.2% | +28.7% |
| 5Y | +41.1% | +81.3% | -40.2% | +6.3% |
| All | +136.0% | +197.6% | -61.6% | +38.1% |
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