+17.7%
DBX vs RJF
+213.0%
-195.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -6.3% | +1.5% | -7.8% | -6.9% |
| 30D | -5.9% | +6.7% | -12.6% | -8.3% |
| 3M | -0.4% | -7.3% | +7.0% | +2.3% |
| 6M | +29.8% | +9.8% | +20.1% | +25.0% |
| YTD | +20.5% | +5.6% | +14.9% | +17.0% |
| 1Y | +8.7% | +2.3% | +6.4% | +6.6% |
| 3Y | +25.9% | +73.6% | -47.7% | -0.7% |
| 5Y | +24.2% | +79.9% | -55.7% | -4.9% |
| All | +17.7% | +213.0% | -195.3% | -36.8% |
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