+604.5%
XYZ vs RJF
+428.4%
+176.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | -3.7% | -0.3% | -3.4% | -3.5% |
| 30D | +0.5% | -2.0% | +2.6% | +1.9% |
| 3M | +16.3% | +16.3% | -0.1% | +4.3% |
| 6M | +21.1% | +16.9% | +4.2% | +7.9% |
| YTD | +22.0% | +10.4% | +11.5% | +12.1% |
| 1Y | +5.2% | +7.4% | -2.3% | -1.7% |
| 3Y | +49.6% | +72.2% | -22.6% | +0.5% |
| 5Y | -68.4% | +105.1% | -173.5% | -80.2% |
| 10Y | +604.5% | +430.9% | +173.6% | +197.9% |
| All | +604.5% | +428.4% | +176.1% | +197.9% |
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 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