+583.4%
DG vs RJF
+1,219.7%
-636.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.1% |
| YTD | +1.8% | +12.2% | -10.5% | -1.1% |
| 1Y | +25.3% | +5.6% | +19.7% | +23.2% |
| 3Y | +9.1% | +74.9% | -65.8% | -6.0% |
| 5Y | -34.9% | +106.6% | -141.5% | -46.8% |
| 10Y | +108.2% | +433.1% | -324.9% | +29.7% |
| All | +583.4% | +1,219.7% | -636.3% | +227.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling