+552.8%
XLP vs RJF
+3,661.7%
-3,108.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | +0.7% | +3.6% | -2.8% | +0.2% |
| 30D | +10.3% | +3.5% | +6.7% | +9.6% |
| 3M | +6.5% | -8.9% | +15.4% | +8.1% |
| 6M | +8.4% | +2.9% | +5.5% | +7.6% |
| YTD | +18.2% | +2.8% | +15.4% | +17.1% |
| 1Y | +22.4% | +2.7% | +19.8% | +21.2% |
| 3Y | +41.9% | +69.3% | -27.4% | +27.6% |
| 5Y | +40.9% | +75.0% | -34.2% | +24.4% |
| 10Y | +128.4% | +378.5% | -250.1% | +65.6% |
| All | +552.8% | +3,661.7% | -3,108.9% | +211.4% |
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