+68.3%
DGX vs RJF
+104.0%
-35.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.9% | -2.7% | +1.8% | -0.5% |
| 30D | -1.2% | -4.3% | +3.1% | -0.6% |
| 3M | +15.8% | +15.7% | 0.0% | +13.4% |
| 6M | +18.2% | +17.8% | +0.4% | +15.4% |
| YTD | +37.2% | +9.2% | +28.0% | +34.8% |
| 1Y | +30.4% | +2.8% | +27.6% | +29.2% |
| 3Y | +96.7% | +69.5% | +27.3% | +76.0% |
| All | +68.3% | +104.0% | -35.7% | +46.1% |
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