+1,455.3%
XLK vs RJF
+3,895.7%
-2,440.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -0.4% | -4.2% | +3.8% | +1.2% |
| 30D | -0.5% | -3.6% | +3.1% | +0.8% |
| 3M | +5.0% | +15.6% | -10.7% | -1.1% |
| 6M | +32.9% | +17.6% | +15.3% | +24.1% |
| YTD | +29.0% | +9.2% | +19.7% | +23.5% |
| 1Y | +37.8% | +5.5% | +32.3% | +33.5% |
| 3Y | +118.7% | +70.3% | +48.4% | +74.6% |
| 5Y | +145.6% | +106.0% | +39.5% | +80.5% |
| 10Y | +791.5% | +425.1% | +366.4% | +342.3% |
| All | +1,455.3% | +3,895.7% | -2,440.4% | +159.3% |
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 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