-27.9%
DAR vs RJF
+81.1%
-109.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +11.6% | +3.6% | +8.0% | +9.7% |
| 30D | -10.2% | +7.2% | -17.5% | -13.4% |
| 3M | -14.8% | -6.5% | -8.3% | -12.5% |
| 6M | -10.1% | +10.3% | -20.4% | -15.5% |
| YTD | +55.5% | +6.5% | +49.0% | +47.0% |
| 1Y | +61.7% | +6.1% | +55.6% | +53.0% |
| 3Y | +37.2% | +74.9% | -37.7% | -9.3% |
| All | -27.9% | +81.1% | -109.0% | -56.2% |
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