+23.1%
DBX vs RJF
+223.6%
-200.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -1.8% | -4.2% | +2.4% | -0.2% |
| 30D | +2.8% | -3.6% | +6.5% | +4.3% |
| 3M | +26.8% | +15.6% | +11.1% | +20.0% |
| 6M | +32.8% | +17.6% | +15.2% | +24.6% |
| YTD | +26.1% | +9.2% | +16.9% | +21.1% |
| 1Y | +14.1% | +5.5% | +8.6% | +10.8% |
| 3Y | +25.7% | +70.3% | -44.6% | -0.1% |
| 5Y | +11.2% | +106.0% | -94.9% | -18.6% |
| All | +23.1% | +223.6% | -200.5% | -34.6% |
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