+60.6%
DAR vs RJF
+7.8%
+52.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -2.4% |
| 7D | -5.7% | +7.2% | -12.9% | -5.7% |
| 30D | -16.6% | +4.9% | -21.5% | -16.5% |
| 3M | -13.1% | -5.5% | -7.5% | -12.6% |
| 6M | -18.8% | +8.0% | -26.7% | -19.5% |
| YTD | +45.3% | +6.2% | +39.1% | +42.1% |
| 1Y | +60.6% | +7.8% | +52.8% | +53.8% |
| All | +60.6% | +7.8% | +52.8% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling