-8.0%
DHR vs RJF
+69.1%
-77.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -5.0% | -4.2% | -0.8% | -3.7% |
| 30D | -3.3% | -3.6% | +0.3% | -2.3% |
| 3M | +9.4% | +15.6% | -6.2% | +4.3% |
| 6M | +3.2% | +17.6% | -14.4% | -2.4% |
| YTD | -12.0% | +9.2% | -21.2% | -15.2% |
| 1Y | +4.9% | +5.5% | -0.6% | +1.8% |
| All | -8.0% | +69.1% | -77.1% | -27.3% |
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