+142.8%
XYL vs RJF
+429.3%
-286.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.2% | -2.7% | +3.9% | +2.6% |
| 30D | -11.9% | -4.3% | -7.7% | -10.0% |
| 3M | -1.5% | +15.7% | -17.3% | -8.9% |
| 6M | -11.9% | +17.8% | -29.7% | -19.5% |
| YTD | -20.6% | +9.2% | -29.8% | -24.5% |
| 1Y | -23.5% | +2.8% | -26.3% | -25.3% |
| 3Y | +14.9% | +69.5% | -54.6% | -16.0% |
| 5Y | -15.3% | +105.9% | -121.2% | -45.9% |
| All | +142.8% | +429.3% | -286.4% | -7.6% |
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