+7.4%
DAR vs RJF
+71.0%
-63.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +7.4% | -2.0% | +9.5% | +8.0% |
| 3M | +15.7% | +16.3% | -0.7% | +9.1% |
| 6M | +30.0% | +16.9% | +13.1% | +21.9% |
| YTD | +87.5% | +10.4% | +77.1% | +78.6% |
| 1Y | +113.4% | +7.4% | +106.0% | +104.8% |
| All | +7.4% | +71.0% | -63.5% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling