+368.4%
DAR vs RJF
+429.5%
-61.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | +0.9% | -4.2% | +5.1% | +3.2% |
| 30D | +6.4% | -3.6% | +10.0% | +8.2% |
| 3M | +13.2% | +15.6% | -2.4% | +4.0% |
| 6M | +26.2% | +17.6% | +8.6% | +14.1% |
| YTD | +84.4% | +9.2% | +75.1% | +72.2% |
| 1Y | +112.0% | +5.5% | +106.5% | +101.2% |
| 3Y | +13.4% | +70.3% | -57.0% | -20.5% |
| 5Y | -6.0% | +106.0% | -112.0% | -41.6% |
| All | +368.4% | +429.5% | -61.1% | +79.7% |
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