+59.9%
DDOG vs RJF
+106.2%
-46.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.6% | +7.8% | +7.5% |
| 7D | +7.7% | -0.3% | +7.9% | +7.8% |
| 30D | -13.6% | -2.0% | -11.6% | -12.7% |
| 3M | -0.9% | +16.3% | -17.2% | -9.2% |
| 6M | +75.2% | +16.9% | +58.3% | +58.3% |
| YTD | +65.7% | +10.4% | +55.2% | +52.7% |
| 1Y | +60.4% | +7.4% | +53.0% | +50.0% |
| 3Y | +130.7% | +72.2% | +58.4% | +51.7% |
| 5Y | +59.9% | +105.1% | -45.2% | -4.6% |
| All | +59.9% | +106.2% | -46.3% | -4.6% |
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 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