-99.9%
DFNS vs RJF
+105.7%
-205.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.9% |
| 7D | +0.8% | +1.8% | -1.0% | +1.1% |
| 30D | -73.2% | 0.0% | -73.2% | -73.2% |
| 3M | -72.4% | +18.0% | -90.4% | -71.1% |
| 6M | -95.2% | +17.0% | -112.2% | -95.0% |
| YTD | -98.0% | +11.1% | -109.1% | -97.9% |
| 1Y | -98.3% | +8.0% | -106.2% | -98.2% |
| 3Y | -99.9% | +73.3% | -173.2% | -99.9% |
| 5Y | -99.9% | +107.4% | -207.3% | -99.9% |
| All | -99.9% | +105.7% | -205.6% | -99.9% |
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