+99.4%
XYL vs RJF
+326.9%
-227.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -3.7% | +3.6% | -7.3% | -5.5% |
| 30D | -8.3% | +7.2% | -15.6% | -11.5% |
| 3M | -21.4% | -6.5% | -14.9% | -18.8% |
| 6M | -12.9% | +10.3% | -23.2% | -17.7% |
| YTD | -30.1% | +6.5% | -36.6% | -32.8% |
| 1Y | -35.2% | +6.1% | -41.3% | -37.7% |
| 3Y | -0.8% | +74.9% | -75.7% | -28.8% |
| 5Y | -23.2% | +81.3% | -104.6% | -47.5% |
| All | +99.4% | +326.9% | -227.5% | -17.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling