+638.0%
XYZ vs RJF
+371.5%
+266.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +1.4% |
| 7D | +14.9% | +3.4% | +11.5% | +12.6% |
| 30D | +14.7% | +5.9% | +8.7% | +10.3% |
| 3M | +12.1% | -4.6% | +16.7% | +16.0% |
| 6M | +18.3% | +9.5% | +8.8% | +10.3% |
| YTD | +36.1% | +6.0% | +30.1% | +28.7% |
| 1Y | +35.3% | +4.3% | +31.0% | +29.4% |
| 3Y | +73.5% | +76.6% | -3.1% | +13.5% |
| 5Y | -61.6% | +80.6% | -142.2% | -74.2% |
| 10Y | +638.0% | +346.5% | +291.5% | +209.5% |
| All | +638.0% | +371.5% | +266.5% | +209.5% |
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 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