+1,499.7%
DAR vs RJF
+12,920.3%
-11,420.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +11.6% | +3.6% | +8.0% | +10.3% |
| 30D | -10.2% | +7.2% | -17.5% | -12.4% |
| 3M | -14.8% | -6.5% | -8.3% | -13.3% |
| 6M | -10.1% | +10.3% | -20.4% | -13.6% |
| YTD | +55.5% | +6.5% | +49.0% | +50.3% |
| 1Y | +61.7% | +6.1% | +55.6% | +56.3% |
| 3Y | +37.2% | +74.9% | -37.7% | +11.2% |
| 5Y | -26.9% | +81.3% | -108.3% | -41.4% |
| 10Y | +314.4% | +332.3% | -17.9% | +151.9% |
| All | +1,499.7% | +12,920.3% | -11,420.6% | +648.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling