+636.7%
DELL vs RJF
+69.1%
+567.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -4.8% |
| 7D | -1.9% | -4.2% | +2.3% | +0.3% |
| 30D | +14.9% | -3.6% | +18.5% | +17.2% |
| 3M | +37.2% | +15.6% | +21.6% | +27.0% |
| 6M | +254.0% | +17.6% | +236.4% | +223.7% |
| YTD | +306.1% | +9.2% | +296.9% | +281.2% |
| 1Y | +312.3% | +5.5% | +306.8% | +292.9% |
| All | +636.7% | +69.1% | +567.6% | +500.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling