+4,404.4%
DELL vs RJF
+429.3%
+3,975.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | -2.7% | +10.9% | +9.7% |
| 30D | +17.1% | -4.3% | +21.3% | +19.6% |
| 3M | +45.2% | +15.7% | +29.4% | +35.2% |
| 6M | +286.8% | +17.8% | +269.0% | +256.7% |
| YTD | +354.8% | +9.2% | +345.6% | +331.2% |
| 1Y | +358.3% | +2.8% | +355.5% | +346.1% |
| 3Y | +724.9% | +69.5% | +655.4% | +534.5% |
| 5Y | +1,193.7% | +105.9% | +1,087.8% | +804.4% |
| All | +4,404.4% | +429.3% | +3,975.2% | +2,102.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling