+7.8%
DBX vs RJF
+106.2%
-98.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.6% |
| 7D | +0.3% | -0.3% | +0.5% | +0.4% |
| 30D | 0.0% | -2.0% | +2.0% | +0.9% |
| 3M | +26.1% | +16.3% | +9.8% | +18.2% |
| 6M | +29.4% | +16.9% | +12.4% | +20.7% |
| YTD | +24.4% | +10.4% | +14.0% | +18.3% |
| 1Y | +10.9% | +7.4% | +3.5% | +6.3% |
| 3Y | +24.1% | +72.2% | -48.2% | -7.2% |
| 5Y | +7.8% | +105.1% | -97.3% | -31.6% |
| All | +7.8% | +106.2% | -98.4% | -31.6% |
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 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