+122.8%
DAL vs RJF
+367.7%
-244.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +3.0% |
| 7D | +8.8% | +3.6% | +5.2% | +6.2% |
| 30D | +5.4% | +3.5% | +1.9% | +2.9% |
| 3M | -4.9% | -8.9% | +4.0% | +1.6% |
| 6M | +19.8% | +2.9% | +17.0% | +16.3% |
| YTD | +27.0% | +2.8% | +24.2% | +22.7% |
| 1Y | +52.5% | +2.7% | +49.8% | +47.4% |
| 3Y | +173.8% | +69.3% | +104.6% | +81.4% |
| 5Y | +104.5% | +75.0% | +29.5% | +30.4% |
| All | +122.8% | +367.7% | -244.9% | -24.3% |
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