+1,024.7%
XLE vs RJF
+4,005.3%
-2,980.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.3% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | +11.8% | -1.3% | +13.0% | +12.2% |
| 3M | +9.8% | +18.9% | -9.1% | +2.8% |
| 6M | +15.6% | +15.0% | +0.5% | +9.0% |
| YTD | +45.3% | +12.2% | +33.0% | +37.7% |
| 1Y | +48.3% | +5.6% | +42.7% | +43.4% |
| 3Y | +55.4% | +74.9% | -19.4% | +23.6% |
| 5Y | +216.1% | +106.6% | +109.4% | +132.9% |
| 10Y | +178.4% | +433.1% | -254.7% | +48.3% |
| All | +1,024.7% | +4,005.3% | -2,980.5% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling