+25.3%
DG vs RJF
+7.8%
+17.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.8% |
| 7D | +8.4% | -0.6% | +9.0% | +8.5% |
| 30D | +4.9% | -1.3% | +6.2% | +5.1% |
| 3M | +29.3% | +18.9% | +10.5% | +24.5% |
| 6M | -11.3% | +15.0% | -26.3% | -13.9% |
| YTD | +1.8% | +12.2% | -10.5% | -1.5% |
| 1Y | +25.3% | +5.6% | +19.7% | +21.5% |
| All | +25.3% | +7.8% | +17.5% | +21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling