+28.3%
XLP vs RJF
+75.1%
-46.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | -1.0% | -0.6% | -0.4% | -1.0% |
| 30D | -0.9% | -1.3% | +0.4% | -0.8% |
| 3M | +3.8% | +18.9% | -15.1% | +2.3% |
| 6M | -1.7% | +15.0% | -16.8% | -3.0% |
| YTD | +10.3% | +12.2% | -2.0% | +9.0% |
| 1Y | +7.8% | +5.6% | +2.2% | +7.1% |
| All | +28.3% | +75.1% | -46.8% | +20.3% |
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 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