+143.3%
DELL vs RJF
+7.8%
+135.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.3% | -13.2% | -9.6% |
| 7D | -24.6% | +7.2% | -31.8% | -25.7% |
| 30D | -32.5% | +4.9% | -37.4% | -33.1% |
| 3M | -20.2% | -5.5% | -14.7% | -18.2% |
| 6M | +76.5% | +8.0% | +68.5% | +73.5% |
| YTD | +198.9% | +6.2% | +192.8% | +179.5% |
| 1Y | +143.3% | +7.8% | +135.5% | +123.9% |
| All | +143.3% | +7.8% | +135.5% | +123.9% |
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