+5.8%
DASH vs RJF
+208.6%
-202.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.4% | -4.7% |
| 7D | -11.2% | +1.8% | -12.9% | -12.1% |
| 30D | -7.3% | 0.0% | -7.3% | -7.4% |
| 3M | +31.4% | +18.0% | +13.5% | +18.3% |
| 6M | +11.9% | +17.0% | -5.1% | +0.9% |
| YTD | -11.5% | +11.1% | -22.6% | -18.2% |
| 1Y | -20.0% | +8.0% | -28.0% | -25.1% |
| 3Y | +143.9% | +73.3% | +70.7% | +61.6% |
| 5Y | -0.2% | +107.4% | -107.7% | -39.5% |
| All | +5.8% | +208.6% | -202.9% | -37.6% |
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