-4.4%
DAR vs RJF
+103.8%
-108.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +7.4% | -2.0% | +9.5% | +8.3% |
| 3M | +15.7% | +16.3% | -0.7% | +6.3% |
| 6M | +30.0% | +16.9% | +13.1% | +18.4% |
| YTD | +87.5% | +10.4% | +77.1% | +74.7% |
| 1Y | +113.4% | +7.4% | +106.0% | +101.0% |
| 3Y | +15.3% | +72.2% | -56.9% | -22.4% |
| All | -4.4% | +103.8% | -108.2% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling