+415.1%
XLF vs RJF
+3,965.2%
-3,550.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +0.2% | +1.8% | -1.6% | -0.8% |
| 30D | -0.5% | 0.0% | -0.5% | -0.6% |
| 3M | +10.6% | +18.0% | -7.3% | +0.7% |
| 6M | +14.3% | +17.0% | -2.7% | +4.2% |
| YTD | +5.5% | +11.1% | -5.6% | -1.5% |
| 1Y | +9.6% | +8.0% | +1.6% | +3.6% |
| 3Y | +75.2% | +73.3% | +1.9% | +24.6% |
| 5Y | +65.5% | +107.4% | -41.9% | +4.0% |
| 10Y | +246.4% | +428.5% | -182.0% | +25.1% |
| All | +415.1% | +3,965.2% | -3,550.1% | -41.5% |
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