+96.7%
DGX vs RJF
+69.0%
+27.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.9% | -2.7% | +1.8% | -0.7% |
| 30D | -1.2% | -4.3% | +3.1% | -0.9% |
| 3M | +15.8% | +15.7% | 0.0% | +14.4% |
| 6M | +18.2% | +17.8% | +0.4% | +16.6% |
| YTD | +37.2% | +9.2% | +28.0% | +35.4% |
| 1Y | +30.4% | +2.8% | +27.6% | +29.6% |
| 3Y | +96.7% | +69.5% | +27.3% | +74.9% |
| All | +96.7% | +69.0% | +27.7% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling