+67.3%
DD vs RJF
+429.5%
-362.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.2% |
| 7D | -2.9% | -4.2% | +1.3% | -0.5% |
| 30D | -11.5% | -3.6% | -7.9% | -9.7% |
| 3M | -5.4% | +15.6% | -21.0% | -13.4% |
| 6M | -6.9% | +17.6% | -24.5% | -15.8% |
| YTD | +6.9% | +9.2% | -2.3% | 0.0% |
| 1Y | +35.6% | +5.5% | +30.1% | +29.3% |
| 3Y | +42.5% | +70.3% | -27.8% | -1.1% |
| 5Y | +58.5% | +106.0% | -47.6% | -4.8% |
| All | +67.3% | +429.5% | -362.2% | -38.1% |
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