+28.4%
XLY vs RJF
+104.0%
-75.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -2.7% | +1.0% | -0.4% |
| 30D | -4.2% | -4.3% | +0.1% | -2.3% |
| 3M | -2.7% | +15.7% | -18.4% | -9.3% |
| 6M | -0.6% | +17.8% | -18.4% | -8.5% |
| YTD | -5.0% | +9.2% | -14.2% | -9.9% |
| 1Y | -4.1% | +2.8% | -6.9% | -6.6% |
| 3Y | +33.6% | +69.5% | -35.9% | -0.8% |
| All | +28.4% | +104.0% | -75.6% | -15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling