+927.6%
DD vs RJF
+49,848.3%
-48,920.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.9% |
| 7D | -3.5% | -0.6% | -2.9% | -3.3% |
| 30D | -10.3% | -1.3% | -9.1% | -10.0% |
| 3M | -7.5% | +18.9% | -26.4% | -13.5% |
| 6M | -8.0% | +15.0% | -23.0% | -12.9% |
| YTD | +10.5% | +12.2% | -1.7% | +5.1% |
| 1Y | +38.3% | +5.6% | +32.6% | +34.4% |
| 3Y | +42.5% | +74.9% | -32.4% | +13.7% |
| 5Y | +60.2% | +106.6% | -46.5% | +19.6% |
| 10Y | +68.9% | +433.1% | -364.2% | -10.2% |
| All | +927.6% | +49,848.3% | -48,920.7% | +60.8% |
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