-3.6%
DDOG vs RJF
+81.1%
-84.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +2.9% | +3.6% | -0.7% | +0.9% |
| 30D | -31.6% | +7.2% | -38.9% | -34.6% |
| 3M | -27.0% | -6.5% | -20.5% | -24.8% |
| 6M | -10.3% | +10.3% | -20.6% | -16.3% |
| YTD | +35.4% | +6.5% | +28.9% | +26.1% |
| 1Y | -1.0% | +6.1% | -7.1% | -7.5% |
| 3Y | +76.7% | +74.9% | +1.8% | +11.5% |
| All | -3.6% | +81.1% | -84.7% | -44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling