+4,770.1%
DELL vs RJF
+440.1%
+4,330.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.8% | +2.3% |
| 7D | +25.6% | +1.8% | +23.9% | +24.7% |
| 30D | +17.7% | 0.0% | +17.7% | +17.8% |
| 3M | +33.4% | +18.0% | +15.5% | +23.1% |
| 6M | +266.2% | +17.0% | +249.2% | +238.9% |
| YTD | +328.0% | +11.1% | +316.9% | +302.4% |
| 1Y | +339.6% | +8.0% | +331.6% | +317.7% |
| 3Y | +694.6% | +73.3% | +621.3% | +504.9% |
| 5Y | +1,122.0% | +107.4% | +1,014.6% | +751.1% |
| 10Y | +4,062.5% | +428.5% | +3,634.0% | +1,948.9% |
| All | +4,770.1% | +440.1% | +4,330.0% | +2,269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling