+994.0%
XLE vs RJF
+3,777.0%
-2,783.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -0.6% |
| 7D | -7.9% | +3.4% | -11.3% | -9.1% |
| 30D | -4.8% | +5.9% | -10.8% | -7.0% |
| 3M | +8.4% | -4.6% | +13.0% | +9.7% |
| 6M | +12.7% | +9.5% | +3.2% | +8.1% |
| YTD | +41.3% | +6.0% | +35.3% | +36.2% |
| 1Y | +42.3% | +4.3% | +38.0% | +37.8% |
| 3Y | +65.1% | +76.6% | -11.5% | +30.6% |
| 5Y | +150.2% | +80.6% | +69.6% | +92.7% |
| 10Y | +163.9% | +346.5% | -182.6% | +48.6% |
| All | +994.0% | +3,777.0% | -2,783.0% | +245.3% |
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