+54,250.4%
DHR vs RJF
+49,360.8%
+4,889.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -0.8% | +1.8% | -2.6% | -1.3% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | +12.1% | +18.0% | -5.9% | +6.8% |
| 6M | +5.4% | +17.0% | -11.5% | +0.6% |
| YTD | -10.0% | +11.1% | -21.1% | -13.1% |
| 1Y | +4.1% | +8.0% | -3.9% | +1.0% |
| 3Y | -5.2% | +73.3% | -78.5% | -20.1% |
| 5Y | -28.2% | +107.4% | -135.6% | -43.1% |
| 10Y | +208.4% | +428.5% | -220.1% | +79.4% |
| All | +54,250.4% | +49,360.8% | +4,889.5% | +9,965.5% |
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