+11.7%
DASH vs RJF
+211.7%
-199.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -3.7% |
| 7D | -10.6% | -0.6% | -10.0% | -10.3% |
| 30D | +2.2% | -1.3% | +3.4% | +2.8% |
| 3M | +32.3% | +18.9% | +13.4% | +18.5% |
| 6M | +19.1% | +15.0% | +4.1% | +8.5% |
| YTD | -6.5% | +12.2% | -18.7% | -14.1% |
| 1Y | -14.9% | +5.6% | -20.5% | -19.1% |
| 3Y | +151.9% | +74.9% | +77.1% | +65.9% |
| 5Y | +9.4% | +106.6% | -97.2% | -33.7% |
| All | +11.7% | +211.7% | -199.9% | -34.5% |
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