+17.2%
XLI vs RJF
+7.8%
+9.4%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.8% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -5.9% | -1.3% | -4.7% | -5.7% |
| 3M | -0.3% | +18.9% | -19.1% | -4.7% |
| 6M | +0.1% | +15.0% | -14.9% | -3.9% |
| YTD | +13.6% | +12.2% | +1.4% | +8.7% |
| 1Y | +17.2% | +5.6% | +11.6% | +13.3% |
| All | +17.2% | +7.8% | +9.4% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling