+25.4%
DBX vs RJF
+69.1%
-43.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -1.8% | -4.2% | +2.4% | -0.4% |
| 30D | +2.8% | -3.6% | +6.5% | +4.1% |
| 3M | +26.8% | +15.6% | +11.1% | +20.8% |
| 6M | +32.8% | +17.6% | +15.2% | +25.6% |
| YTD | +26.1% | +9.2% | +16.9% | +21.6% |
| 1Y | +14.1% | +5.5% | +8.6% | +11.2% |
| All | +25.4% | +69.1% | -43.7% | +1.3% |
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