+548.6%
XRT vs RJF
+1,085.9%
-537.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +4.1% | +4.0% | +0.1% | +2.4% |
| 30D | +9.9% | +6.1% | +3.8% | +7.2% |
| 3M | +2.3% | -5.8% | +8.1% | +4.8% |
| 6M | +9.6% | +9.7% | -0.1% | +4.8% |
| YTD | +9.1% | +6.2% | +3.0% | +5.3% |
| 1Y | +16.2% | +5.3% | +11.0% | +12.5% |
| 3Y | +60.1% | +74.4% | -14.4% | +23.0% |
| 5Y | -0.5% | +81.6% | -82.0% | -25.6% |
| 10Y | +145.1% | +333.6% | -188.4% | +21.2% |
| All | +548.6% | +1,085.9% | -537.3% | +68.3% |
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