+53.8%
XLE vs RJF
+7.7%
+46.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +0.3% | -0.3% | +0.6% | +0.3% |
| 30D | +8.5% | -2.0% | +10.5% | +8.6% |
| 3M | +14.6% | +16.3% | -1.7% | +13.3% |
| 6M | +17.6% | +16.9% | +0.7% | +16.5% |
| YTD | +48.1% | +10.4% | +37.7% | +47.1% |
| 1Y | +53.8% | +7.4% | +46.4% | +53.2% |
| All | +53.8% | +7.7% | +46.1% | +53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling