+358.3%
DELL vs RJF
+5.1%
+353.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | +8.2% | -2.7% | +10.9% | +9.0% |
| 30D | +17.1% | -4.3% | +21.3% | +18.2% |
| 3M | +45.2% | +15.7% | +29.4% | +41.4% |
| 6M | +286.8% | +17.8% | +269.0% | +273.6% |
| YTD | +354.8% | +9.2% | +345.6% | +335.2% |
| 1Y | +358.3% | +2.8% | +355.5% | +328.5% |
| All | +358.3% | +5.1% | +353.2% | +328.5% |
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 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