+1,117.4%
XLI vs RJF
+4,005.3%
-2,887.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +1.0% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -5.9% | -1.3% | -4.7% | -5.6% |
| 3M | -0.3% | +18.9% | -19.1% | -6.6% |
| 6M | +0.1% | +15.0% | -14.9% | -5.3% |
| YTD | +13.6% | +12.2% | +1.4% | +8.0% |
| 1Y | +17.2% | +5.6% | +11.6% | +13.7% |
| 3Y | +68.2% | +74.9% | -6.7% | +34.0% |
| 5Y | +80.7% | +106.6% | -25.9% | +33.2% |
| 10Y | +253.3% | +433.1% | -179.8% | +80.8% |
| All | +1,117.4% | +4,005.3% | -2,887.9% | +165.2% |
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