+72.6%
XYZ vs RJF
+67.6%
+5.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.6% |
| 7D | +12.1% | +3.6% | +8.6% | +9.8% |
| 30D | +12.4% | +3.5% | +8.8% | +9.9% |
| 3M | +8.2% | -8.9% | +17.1% | +15.6% |
| 6M | +20.7% | +2.9% | +17.8% | +17.9% |
| YTD | +31.3% | +2.8% | +28.5% | +26.5% |
| 1Y | +20.5% | +2.7% | +17.8% | +16.0% |
| 3Y | +72.6% | +69.3% | +3.3% | +24.1% |
| All | +72.6% | +67.6% | +5.0% | +24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling