-29.8%
DASH vs RJF
+79.5%
-109.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -4.1% | +1.5% | -5.6% | -5.1% |
| 30D | -10.6% | +6.7% | -17.3% | -14.2% |
| 3M | -18.8% | -7.3% | -11.4% | -14.7% |
| 6M | +11.2% | +9.8% | +1.4% | +4.1% |
| YTD | -23.8% | +5.6% | -29.4% | -27.6% |
| 1Y | -12.2% | +2.3% | -14.4% | -14.9% |
| 3Y | +97.3% | +73.6% | +23.7% | +23.7% |
| 5Y | -29.8% | +79.9% | -109.7% | -58.0% |
| All | -29.8% | +79.5% | -109.3% | -58.0% |
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