+100.8%
DG vs RJF
+326.9%
-226.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | +0.3% | +3.6% | -3.3% | -0.4% |
| 30D | +3.2% | +7.2% | -4.0% | +1.9% |
| 3M | +10.4% | -6.5% | +16.9% | +11.8% |
| 6M | +33.2% | +10.3% | +22.9% | +30.3% |
| YTD | +3.0% | +6.5% | -3.5% | +1.3% |
| 1Y | +31.2% | +6.1% | +25.1% | +29.1% |
| 3Y | +21.8% | +74.9% | -53.1% | +5.0% |
| 5Y | -35.0% | +81.3% | -116.3% | -45.2% |
| All | +100.8% | +326.9% | -226.2% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling