+119.9%
XRT vs RJF
+429.5%
-309.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.3% |
| 7D | -3.6% | -4.2% | +0.6% | -1.6% |
| 30D | -6.7% | -3.6% | -3.1% | -5.1% |
| 3M | -1.4% | +15.6% | -17.0% | -8.5% |
| 6M | +1.7% | +17.6% | -15.9% | -6.7% |
| YTD | -1.5% | +9.2% | -10.7% | -6.7% |
| 1Y | -2.5% | +5.5% | -8.0% | -6.3% |
| 3Y | +39.9% | +70.3% | -30.4% | +3.8% |
| 5Y | -2.6% | +106.0% | -108.6% | -35.0% |
| All | +119.9% | +429.5% | -309.6% | -5.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling