-29.8%
DHR vs RJF
+101.5%
-131.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -5.0% | -4.2% | -0.8% | -3.6% |
| 30D | -3.3% | -3.6% | +0.3% | -2.2% |
| 3M | +9.4% | +15.6% | -6.2% | +3.7% |
| 6M | +3.2% | +17.6% | -14.4% | -3.0% |
| YTD | -12.0% | +9.2% | -21.2% | -15.5% |
| 1Y | +4.9% | +5.5% | -0.6% | +1.6% |
| 3Y | -7.4% | +70.3% | -77.7% | -26.9% |
| 5Y | -29.8% | +106.0% | -135.8% | -47.2% |
| All | -29.8% | +101.5% | -131.3% | -47.2% |
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 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