+391.0%
DDOG vs RJF
+228.0%
+163.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.6% |
| 7D | -2.3% | -0.9% | -1.4% | -2.0% |
| 30D | -35.8% | +5.3% | -41.2% | -37.3% |
| 3M | -25.3% | -6.8% | -18.4% | -23.8% |
| 6M | -8.9% | +11.4% | -20.3% | -13.2% |
| YTD | +35.6% | +5.5% | +30.0% | +30.2% |
| 1Y | -6.8% | +3.7% | -10.5% | -9.8% |
| 3Y | +77.9% | +73.4% | +4.5% | +40.0% |
| 5Y | -3.1% | +78.3% | -81.5% | -24.2% |
| All | +391.0% | +228.0% | +163.1% | +212.5% |
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