+448.5%
XYL vs RJF
+1,072.2%
-623.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +3.9% | +3.4% |
| 7D | +1.8% | +1.8% | 0.0% | +0.9% |
| 30D | -9.2% | 0.0% | -9.2% | -9.3% |
| 3M | -0.3% | +18.0% | -18.2% | -8.2% |
| 6M | -11.0% | +17.0% | -27.9% | -17.9% |
| YTD | -19.2% | +11.1% | -30.3% | -23.7% |
| 1Y | -21.2% | +8.0% | -29.2% | -24.8% |
| 3Y | +18.6% | +73.3% | -54.7% | -12.2% |
| 5Y | -14.3% | +107.4% | -121.7% | -43.4% |
| 10Y | +141.0% | +428.5% | -287.5% | -1.9% |
| All | +448.5% | +1,072.2% | -623.7% | +71.3% |
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