-5.2%
DASH vs RJF
+184.6%
-189.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +0.4% | +3.6% | -3.2% | -1.4% |
| 30D | -6.0% | +3.5% | -9.6% | -7.8% |
| 3M | -15.8% | -9.2% | -6.5% | -10.6% |
| 6M | +7.0% | +2.5% | +4.4% | +4.9% |
| YTD | -20.7% | +2.5% | -23.1% | -22.9% |
| 1Y | -8.5% | +2.3% | -10.9% | -11.2% |
| 3Y | +101.8% | +68.7% | +33.1% | +35.3% |
| 5Y | -9.6% | +74.4% | -84.0% | -40.7% |
| All | -5.2% | +184.6% | -189.8% | -41.1% |
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 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