-100.0%
DFNS vs RJF
+76.6%
-176.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.2% |
| 7D | -6.0% | +3.6% | -9.6% | -4.8% |
| 30D | -71.2% | +7.2% | -78.4% | -70.4% |
| 3M | -94.5% | -6.5% | -88.0% | -94.6% |
| 6M | -96.5% | +10.3% | -106.8% | -96.3% |
| YTD | -99.6% | +6.5% | -106.1% | -99.6% |
| 1Y | -99.7% | +6.1% | -105.8% | -99.7% |
| 3Y | -100.0% | +74.9% | -174.9% | -100.0% |
| All | -100.0% | +76.6% | -176.6% | -100.0% |
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