+43.6%
DE vs RJF
+5.1%
+38.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.6% | -2.7% | +0.1% | -2.2% |
| 30D | +9.0% | -4.3% | +13.3% | +9.5% |
| 3M | +19.1% | +15.7% | +3.4% | +16.4% |
| 6M | +14.4% | +17.8% | -3.4% | +11.2% |
| YTD | +45.9% | +9.2% | +36.8% | +42.3% |
| 1Y | +43.6% | +2.8% | +40.8% | +42.0% |
| All | +43.6% | +5.1% | +38.5% | +42.0% |
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