+255.6%
XOM vs RJF
+104.1%
+151.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +1.9% | -4.2% | +6.0% | +3.0% |
| 30D | +4.1% | -3.6% | +7.7% | +5.0% |
| 3M | +10.4% | +15.6% | -5.2% | +5.6% |
| 6M | +13.0% | +17.6% | -4.6% | +7.2% |
| YTD | +40.1% | +9.2% | +30.8% | +35.3% |
| 1Y | +51.1% | +5.5% | +45.6% | +47.3% |
| 3Y | +57.7% | +70.3% | -12.6% | +27.6% |
| All | +255.6% | +104.1% | +151.5% | +146.2% |
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 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