+163.9%
XLE vs RJF
+343.7%
-179.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | -6.7% | +4.0% | -10.7% | -8.7% |
| 30D | -4.4% | +6.1% | -10.6% | -7.7% |
| 3M | +4.0% | -5.8% | +9.8% | +6.6% |
| 6M | +13.2% | +9.7% | +3.5% | +6.2% |
| YTD | +41.9% | +6.2% | +35.7% | +34.0% |
| 1Y | +41.6% | +5.3% | +36.3% | +34.1% |
| 3Y | +64.0% | +74.4% | -10.5% | +13.1% |
| 5Y | +158.1% | +81.6% | +76.5% | +65.5% |
| 10Y | +163.9% | +333.6% | -169.6% | +4.1% |
| All | +163.9% | +343.7% | -179.8% | +4.1% |
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