+22.3%
DBX vs RJF
+232.4%
-210.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.9% | -1.9% |
| 7D | -2.4% | -0.6% | -1.8% | -2.2% |
| 30D | -0.5% | -1.3% | +0.8% | 0.0% |
| 3M | +28.1% | +18.9% | +9.2% | +20.0% |
| 6M | +33.1% | +15.0% | +18.1% | +25.9% |
| YTD | +25.3% | +12.2% | +13.1% | +19.2% |
| 1Y | +18.3% | +5.6% | +12.7% | +14.8% |
| 3Y | +25.0% | +74.9% | -49.8% | -1.7% |
| 5Y | +7.5% | +106.6% | -99.1% | -21.5% |
| All | +22.3% | +232.4% | -210.1% | -35.7% |
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