+80.4%
XLI vs RJF
+101.5%
-21.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.3% |
| 7D | -2.3% | -4.2% | +1.9% | -0.6% |
| 30D | -8.2% | -3.6% | -4.6% | -6.9% |
| 3M | +0.8% | +15.6% | -14.9% | -5.3% |
| 6M | +0.8% | +17.6% | -16.8% | -6.1% |
| YTD | +10.5% | +9.2% | +1.3% | +5.6% |
| 1Y | +14.1% | +5.5% | +8.6% | +10.4% |
| 3Y | +68.6% | +70.3% | -1.7% | +30.8% |
| 5Y | +80.4% | +106.0% | -25.6% | +24.3% |
| All | +80.4% | +101.5% | -21.1% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling