-0.7%
XRT vs RJF
+105.7%
-106.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.7% |
| 7D | -0.3% | +1.8% | -2.0% | -1.2% |
| 30D | -5.6% | 0.0% | -5.6% | -5.7% |
| 3M | +2.5% | +18.0% | -15.4% | -6.1% |
| 6M | +3.7% | +17.0% | -13.3% | -5.1% |
| YTD | +1.0% | +11.1% | -10.1% | -5.5% |
| 1Y | -1.2% | +8.0% | -9.2% | -6.4% |
| 3Y | +43.4% | +73.3% | -29.9% | +1.2% |
| 5Y | -0.7% | +107.4% | -108.2% | -37.9% |
| All | -0.7% | +105.7% | -106.4% | -37.9% |
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 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