-1.7%
XRT vs RJF
+81.1%
-82.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +4.1% | +4.0% | +0.1% | +2.1% |
| 30D | +9.9% | +6.1% | +3.8% | +6.7% |
| 3M | +2.3% | -5.8% | +8.1% | +5.2% |
| 6M | +9.6% | +9.7% | -0.1% | +3.8% |
| YTD | +9.1% | +6.2% | +3.0% | +4.5% |
| 1Y | +16.2% | +5.3% | +11.0% | +11.6% |
| 3Y | +60.1% | +74.4% | -14.4% | +12.1% |
| All | -1.7% | +81.1% | -82.8% | -34.0% |
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