+4,294.1%
XOM vs RJF
+49,360.8%
-45,066.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -2.4% | +1.8% | -4.1% | -2.8% |
| 30D | +5.7% | 0.0% | +5.7% | +5.6% |
| 3M | +6.6% | +18.0% | -11.4% | +2.2% |
| 6M | +7.7% | +17.0% | -9.3% | +3.2% |
| YTD | +36.2% | +11.1% | +25.1% | +31.8% |
| 1Y | +50.5% | +8.0% | +42.5% | +46.4% |
| 3Y | +53.4% | +73.3% | -19.9% | +31.9% |
| 5Y | +254.2% | +107.4% | +146.8% | +188.9% |
| 10Y | +177.9% | +428.5% | -250.6% | +84.1% |
| All | +4,294.1% | +49,360.8% | -45,066.8% | +1,788.9% |
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