+248.8%
XLF vs RJF
+429.3%
-180.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -2.7% | +1.2% | +0.1% |
| 30D | -1.2% | -4.3% | +3.1% | +1.3% |
| 3M | +9.2% | +15.7% | -6.5% | -0.1% |
| 6M | +16.3% | +17.8% | -1.5% | +4.9% |
| YTD | +5.4% | +9.2% | -3.7% | -1.1% |
| 1Y | +7.6% | +2.8% | +4.8% | +4.3% |
| 3Y | +74.2% | +69.5% | +4.8% | +21.2% |
| 5Y | +66.1% | +105.9% | -39.8% | -1.2% |
| All | +248.8% | +429.3% | -180.4% | +11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling