+153.0%
DASH vs RJF
+75.1%
+77.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -3.9% |
| 7D | -10.6% | -0.6% | -10.0% | -10.3% |
| 30D | +2.2% | -1.3% | +3.4% | +2.7% |
| 3M | +32.3% | +18.9% | +13.4% | +21.3% |
| 6M | +19.1% | +15.0% | +4.1% | +10.7% |
| YTD | -6.5% | +12.2% | -18.7% | -12.7% |
| 1Y | -14.9% | +5.6% | -20.5% | -18.2% |
| All | +153.0% | +75.1% | +77.9% | +82.1% |
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