-31.5%
XYL vs RJF
+7.8%
-39.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.3% | +0.6% | +3.0% |
| 7D | +14.5% | +7.2% | +7.4% | +11.0% |
| 30D | -1.3% | +4.9% | -6.2% | -3.5% |
| 3M | -17.0% | -5.5% | -11.4% | -15.1% |
| 6M | -11.3% | +8.0% | -19.3% | -14.5% |
| YTD | -25.0% | +6.2% | -31.1% | -25.7% |
| 1Y | -31.5% | +7.8% | -39.3% | -32.9% |
| All | -31.5% | +7.8% | -39.4% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling