+12,501.5%
DHI vs RJF
+16,003.8%
-3,502.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -3.4% | -2.7% | -0.7% | -2.1% |
| 30D | -5.4% | -4.3% | -1.2% | -3.5% |
| 3M | -10.4% | +15.7% | -26.2% | -16.7% |
| 6M | -2.8% | +17.8% | -20.6% | -10.4% |
| YTD | -3.4% | +9.2% | -12.6% | -8.5% |
| 1Y | -22.9% | +2.8% | -25.7% | -25.1% |
| 3Y | +20.7% | +69.5% | -48.8% | -10.1% |
| 5Y | +62.1% | +105.9% | -43.8% | +6.7% |
| 10Y | +410.4% | +424.9% | -14.4% | +94.3% |
| All | +12,501.5% | +16,003.8% | -3,502.3% | +1,294.2% |
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