+163.4%
XOP vs RJF
+101.5%
+61.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.8% |
| 7D | +1.6% | -4.2% | +5.8% | +3.7% |
| 30D | +9.6% | -3.6% | +13.2% | +11.3% |
| 3M | +16.9% | +15.6% | +1.3% | +8.0% |
| 6M | +24.0% | +17.6% | +6.4% | +12.6% |
| YTD | +56.2% | +9.2% | +47.0% | +46.5% |
| 1Y | +51.8% | +5.5% | +46.3% | +44.6% |
| 3Y | +37.0% | +70.3% | -33.4% | -2.7% |
| 5Y | +163.4% | +106.0% | +57.4% | +48.6% |
| All | +163.4% | +101.5% | +61.9% | +48.6% |
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