-42.2%
DIS vs RJF
+106.2%
-148.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -3.5% | -0.3% | -3.2% | -3.4% |
| 30D | +1.0% | -2.0% | +3.0% | +1.8% |
| 3M | +5.7% | +16.3% | -10.6% | -1.7% |
| 6M | +3.3% | +16.9% | -13.6% | -4.5% |
| YTD | -7.7% | +10.4% | -18.2% | -13.0% |
| 1Y | -10.0% | +7.4% | -17.4% | -14.1% |
| 3Y | +31.7% | +72.2% | -40.5% | -2.8% |
| 5Y | -42.2% | +105.1% | -147.3% | -63.6% |
| All | -42.2% | +106.2% | -148.4% | -63.6% |
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