-15.6%
XYL vs RJF
+101.5%
-117.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -1.2% | -4.2% | +2.9% | +0.6% |
| 30D | -13.2% | -3.6% | -9.6% | -11.8% |
| 3M | -0.2% | +15.6% | -15.8% | -6.7% |
| 6M | -12.5% | +17.6% | -30.1% | -19.0% |
| YTD | -20.9% | +9.2% | -30.1% | -24.2% |
| 1Y | -21.6% | +5.5% | -27.1% | -23.9% |
| 3Y | +16.1% | +70.3% | -54.2% | -12.0% |
| 5Y | -15.6% | +106.0% | -121.6% | -42.5% |
| All | -15.6% | +101.5% | -117.1% | -42.5% |
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