+1,055.3%
DELL vs RJF
+101.5%
+953.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.1% | -4.2% | -4.7% |
| 7D | -1.9% | -4.2% | +2.3% | +0.5% |
| 30D | +14.9% | -3.6% | +18.5% | +17.4% |
| 3M | +37.2% | +15.6% | +21.6% | +26.2% |
| 6M | +254.0% | +17.6% | +236.4% | +221.6% |
| YTD | +306.1% | +9.2% | +296.9% | +280.3% |
| 1Y | +312.3% | +5.5% | +306.8% | +292.2% |
| 3Y | +654.0% | +70.3% | +583.7% | +442.6% |
| 5Y | +1,055.3% | +106.0% | +949.3% | +620.2% |
| All | +1,055.3% | +101.5% | +953.8% | +620.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling