+99.3%
DINO vs RJF
+71.0%
+28.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.1% |
| 7D | +2.0% | -0.3% | +2.2% | +2.0% |
| 30D | +27.7% | -2.0% | +29.7% | +28.6% |
| 3M | +56.3% | +16.3% | +40.0% | +47.2% |
| 6M | +107.6% | +16.9% | +90.6% | +94.0% |
| YTD | +140.2% | +10.4% | +129.7% | +129.2% |
| 1Y | +113.0% | +7.4% | +105.6% | +105.1% |
| All | +99.3% | +71.0% | +28.4% | +52.8% |
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