+508.9%
XLP vs RJF
+4,005.3%
-3,496.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | -1.0% | -0.6% | -0.4% | -0.9% |
| 30D | -0.9% | -1.3% | +0.4% | -0.7% |
| 3M | +3.8% | +18.9% | -15.1% | +0.7% |
| 6M | -1.7% | +15.0% | -16.8% | -4.3% |
| YTD | +10.3% | +12.2% | -2.0% | +7.7% |
| 1Y | +7.8% | +5.6% | +2.2% | +6.2% |
| 3Y | +27.2% | +74.9% | -47.7% | +13.7% |
| 5Y | +32.5% | +106.6% | -74.1% | +13.8% |
| 10Y | +101.8% | +433.1% | -331.3% | +43.7% |
| All | +508.9% | +4,005.3% | -3,496.3% | +186.3% |
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