+12.7%
DDOG vs RJF
+5.4%
+7.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.3% | -5.2% | -7.8% |
| 7D | -34.3% | +2.2% | -36.5% | -33.9% |
| 30D | -37.2% | +3.4% | -40.6% | -36.8% |
| 3M | -38.3% | -8.7% | -29.6% | -37.9% |
| 6M | +19.8% | +4.1% | +15.7% | +21.1% |
| YTD | +28.4% | +3.7% | +24.7% | +19.3% |
| 1Y | +12.7% | +4.4% | +8.2% | +3.6% |
| All | +12.7% | +5.4% | +7.3% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling