+1,108.1%
DD vs RJF
+46,927.3%
-45,819.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +6.7% | +1.5% | +5.2% | +6.2% |
| 30D | +19.4% | +6.7% | +12.7% | +16.5% |
| 3M | +7.6% | -7.3% | +15.0% | +10.4% |
| 6M | +2.9% | +9.8% | -6.9% | -1.0% |
| YTD | +29.9% | +5.6% | +24.2% | +26.1% |
| 1Y | +28.6% | +2.3% | +26.4% | +26.4% |
| 3Y | +90.0% | +73.6% | +16.4% | +52.0% |
| 5Y | +68.1% | +79.9% | -11.7% | +31.9% |
| 10Y | +98.7% | +328.8% | -230.1% | +13.8% |
| All | +1,108.1% | +46,927.3% | -45,819.3% | +93.0% |
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