-38.5%
DG vs RJF
+106.2%
-144.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -4.8% | -0.3% | -4.6% | -4.8% |
| 30D | +1.8% | -2.0% | +3.8% | +2.0% |
| 3M | +14.5% | +16.3% | -1.9% | +11.8% |
| 6M | -13.6% | +16.9% | -30.5% | -15.7% |
| YTD | -4.8% | +10.4% | -15.3% | -6.5% |
| 1Y | +21.6% | +7.4% | +14.2% | +19.8% |
| 3Y | +4.5% | +72.2% | -67.8% | -8.9% |
| 5Y | -38.5% | +105.1% | -143.6% | -47.7% |
| All | -38.5% | +106.2% | -144.6% | -47.7% |
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