+554.0%
XYZ vs RJF
+398.5%
+155.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | +12.1% | +3.6% | +8.6% | +9.9% |
| 30D | +12.4% | +3.5% | +8.8% | +10.0% |
| 3M | +8.2% | -8.9% | +17.1% | +15.2% |
| 6M | +20.7% | +2.9% | +17.8% | +17.7% |
| YTD | +31.3% | +2.8% | +28.5% | +27.2% |
| 1Y | +20.5% | +2.7% | +17.8% | +16.7% |
| 3Y | +72.6% | +69.3% | +3.3% | +19.5% |
| 5Y | -64.0% | +75.0% | -139.0% | -74.6% |
| 10Y | +601.8% | +378.5% | +223.3% | +194.3% |
| All | +554.0% | +398.5% | +155.6% | +155.5% |
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 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