+225.7%
XLE vs RJF
+105.7%
+120.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | 0.0% | +1.8% | -1.8% | -0.7% |
| 30D | +12.6% | 0.0% | +12.6% | +12.5% |
| 3M | +11.8% | +18.0% | -6.1% | +4.7% |
| 6M | +16.1% | +17.0% | -0.9% | +8.6% |
| YTD | +46.9% | +11.1% | +35.7% | +39.5% |
| 1Y | +53.3% | +8.0% | +45.3% | +46.9% |
| 3Y | +54.9% | +73.3% | -18.4% | +19.3% |
| 5Y | +225.7% | +107.4% | +118.3% | +113.1% |
| All | +225.7% | +105.7% | +120.0% | +113.1% |
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 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