+554.8%
XYZ vs RJF
+414.7%
+140.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.5% |
| 7D | +12.6% | +4.0% | +8.6% | +10.0% |
| 30D | +10.8% | +6.1% | +4.7% | +6.7% |
| 3M | +8.4% | -5.8% | +14.2% | +12.9% |
| 6M | +14.3% | +9.7% | +4.6% | +6.9% |
| YTD | +31.5% | +6.2% | +25.3% | +24.7% |
| 1Y | +28.1% | +5.3% | +22.8% | +22.2% |
| 3Y | +66.2% | +74.4% | -8.3% | +12.8% |
| 5Y | -62.3% | +81.6% | -143.9% | -74.0% |
| 10Y | +634.6% | +333.6% | +301.0% | +214.4% |
| All | +554.8% | +414.7% | +140.1% | +150.4% |
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