+59.4%
DDOG vs RJF
+6.3%
+53.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | +3.2% | -4.2% | +7.4% | +3.4% |
| 30D | -10.2% | -3.6% | -6.5% | -10.0% |
| 3M | -2.6% | +15.6% | -18.2% | -1.9% |
| 6M | +80.1% | +17.6% | +62.5% | +77.1% |
| YTD | +63.0% | +9.2% | +53.8% | +54.8% |
| 1Y | +59.4% | +5.5% | +53.8% | +51.3% |
| All | +59.4% | +6.3% | +53.1% | +51.3% |
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