+82.5%
XOP vs RJF
+1,153.4%
-1,070.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | 0.0% |
| 7D | +2.6% | -0.6% | +3.2% | +2.8% |
| 30D | +15.4% | -1.3% | +16.7% | +16.0% |
| 3M | +12.1% | +18.9% | -6.8% | +1.5% |
| 6M | +19.7% | +15.0% | +4.6% | +9.4% |
| YTD | +52.4% | +12.2% | +40.2% | +40.4% |
| 1Y | +47.6% | +5.6% | +41.9% | +39.9% |
| 3Y | +34.4% | +74.9% | -40.5% | -4.4% |
| 5Y | +154.4% | +106.6% | +47.7% | +62.8% |
| 10Y | +54.7% | +433.1% | -378.4% | -37.3% |
| All | +82.5% | +1,153.4% | -1,070.9% | -55.8% |
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