+89.4%
DD vs RJF
+76.6%
+12.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | +5.0% | +3.6% | +1.4% | +3.4% |
| 30D | +19.7% | +7.2% | +12.4% | +16.0% |
| 3M | +7.2% | -6.5% | +13.7% | +10.1% |
| 6M | +1.0% | +10.3% | -9.3% | -3.7% |
| YTD | +29.1% | +6.5% | +22.6% | +23.5% |
| 1Y | +28.5% | +6.1% | +22.4% | +23.0% |
| 3Y | +89.4% | +74.9% | +14.6% | +44.2% |
| All | +89.4% | +76.6% | +12.8% | +44.2% |
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