+44.8%
XLP vs RJF
+76.6%
-31.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +2.5% | +3.6% | -1.1% | +2.2% |
| 30D | +7.3% | +7.2% | +0.1% | +6.6% |
| 3M | +8.1% | -6.5% | +14.6% | +8.5% |
| 6M | +10.5% | +10.3% | +0.2% | +9.5% |
| YTD | +21.2% | +6.5% | +14.7% | +20.3% |
| 1Y | +22.7% | +6.1% | +16.6% | +21.8% |
| 3Y | +44.8% | +74.9% | -30.1% | +37.2% |
| All | +44.8% | +76.6% | -31.8% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling