+5,555.9%
DKS vs RJF
+2,974.0%
+2,581.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.4% |
| 7D | -0.4% | +1.8% | -2.2% | -1.2% |
| 30D | -36.6% | 0.0% | -36.6% | -36.4% |
| 3M | -37.6% | +18.0% | -55.6% | -42.1% |
| 6M | -32.1% | +17.0% | -49.0% | -36.9% |
| YTD | -32.3% | +11.1% | -43.4% | -35.9% |
| 1Y | -39.5% | +8.0% | -47.4% | -42.0% |
| 3Y | +27.7% | +73.3% | -45.6% | -2.1% |
| 5Y | +15.0% | +107.4% | -92.4% | -19.7% |
| 10Y | +192.6% | +428.5% | -235.9% | +28.4% |
| All | +5,555.9% | +2,974.0% | +2,581.8% | +958.0% |
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 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