+1,458.7%
DIS vs RJF
+49,848.3%
-48,389.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.2% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | +3.5% | -1.3% | +4.7% | +3.8% |
| 3M | +6.8% | +18.9% | -12.1% | +0.5% |
| 6M | +3.0% | +15.0% | -12.1% | -2.2% |
| YTD | -6.7% | +12.2% | -18.9% | -11.0% |
| 1Y | -10.1% | +5.6% | -15.7% | -12.5% |
| 3Y | +33.0% | +74.9% | -41.8% | +8.0% |
| 5Y | -40.0% | +106.6% | -146.6% | -54.3% |
| 10Y | +21.1% | +433.1% | -412.0% | -34.5% |
| All | +1,458.7% | +49,848.3% | -48,389.6% | +163.4% |
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