+150.2%
XLE vs RJF
+80.1%
+70.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -0.5% |
| 7D | -7.9% | +3.4% | -11.3% | -9.0% |
| 30D | -4.8% | +5.9% | -10.8% | -6.9% |
| 3M | +8.4% | -4.6% | +13.0% | +9.8% |
| 6M | +12.7% | +9.5% | +3.2% | +8.1% |
| YTD | +41.3% | +6.0% | +35.3% | +36.3% |
| 1Y | +42.3% | +4.3% | +38.0% | +37.9% |
| 3Y | +65.1% | +76.6% | -11.5% | +26.5% |
| 5Y | +150.2% | +80.6% | +69.6% | +78.8% |
| All | +150.2% | +80.1% | +70.1% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling