+63.6%
DIA vs RJF
+106.2%
-42.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.2% | -0.3% | -1.0% | -1.1% |
| 30D | -2.7% | -2.0% | -0.7% | -2.0% |
| 3M | +3.3% | +16.3% | -13.1% | -2.2% |
| 6M | +10.4% | +16.9% | -6.5% | +4.1% |
| YTD | +10.0% | +10.4% | -0.4% | +5.4% |
| 1Y | +16.2% | +7.4% | +8.8% | +12.2% |
| 3Y | +58.7% | +72.2% | -13.5% | +27.0% |
| 5Y | +63.6% | +105.1% | -41.5% | +18.0% |
| All | +63.6% | +106.2% | -42.6% | +18.0% |
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