+418.2%
DAL vs RJF
+982.9%
-564.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.1% | +2.2% | +3.4% |
| 7D | +10.0% | +3.4% | +6.7% | +8.0% |
| 30D | +12.0% | +5.9% | +6.1% | +8.3% |
| 3M | +0.8% | -4.6% | +5.4% | +3.7% |
| 6M | +26.2% | +9.5% | +16.7% | +18.6% |
| YTD | +33.7% | +6.0% | +27.7% | +27.9% |
| 1Y | +57.6% | +4.3% | +53.2% | +52.2% |
| 3Y | +183.5% | +76.6% | +106.9% | +97.8% |
| 5Y | +114.2% | +80.6% | +33.6% | +47.2% |
| 10Y | +128.1% | +346.5% | -218.4% | -9.5% |
| All | +418.2% | +982.9% | -564.7% | -1.1% |
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 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