+143.7%
XLC vs RJF
+205.1%
-61.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.5% | -2.7% | +3.2% | +1.5% |
| 30D | +2.1% | -4.3% | +6.4% | +3.7% |
| 3M | +0.7% | +15.7% | -15.0% | -4.8% |
| 6M | -3.2% | +17.8% | -21.0% | -9.3% |
| YTD | -3.8% | +9.2% | -13.0% | -7.8% |
| 1Y | -2.0% | +2.8% | -4.8% | -4.1% |
| 3Y | +71.4% | +69.5% | +1.9% | +35.7% |
| 5Y | +40.7% | +105.9% | -65.3% | +1.0% |
| All | +143.7% | +205.1% | -61.4% | +41.6% |
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