+46.0%
DGX vs RJF
+7.8%
+38.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.3% | -0.9% | +3.5% |
| 7D | +4.1% | +7.2% | -3.1% | +4.1% |
| 30D | +10.5% | +4.9% | +5.6% | +10.4% |
| 3M | +9.8% | -5.5% | +15.3% | +8.9% |
| 6M | +34.6% | +8.0% | +26.6% | +35.2% |
| YTD | +49.8% | +6.2% | +43.6% | +45.4% |
| 1Y | +46.0% | +7.8% | +38.2% | +41.5% |
| All | +46.0% | +7.8% | +38.2% | +41.5% |
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