+95.6%
DG vs RJF
+429.5%
-333.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.1% |
| 7D | -6.3% | -4.2% | -2.1% | -5.5% |
| 30D | +2.4% | -3.6% | +6.0% | +3.1% |
| 3M | +12.4% | +15.6% | -3.2% | +9.1% |
| 6M | -14.9% | +17.6% | -32.5% | -17.8% |
| YTD | -6.1% | +9.2% | -15.3% | -8.1% |
| 1Y | +17.9% | +5.5% | +12.3% | +16.0% |
| 3Y | +3.1% | +70.3% | -67.2% | -10.5% |
| 5Y | -38.7% | +106.0% | -144.7% | -49.8% |
| All | +95.6% | +429.5% | -333.9% | +23.5% |
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 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