+3,455.1%
DLR vs RJF
+1,906.8%
+1,548.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.2% |
| 7D | +3.3% | +3.6% | -0.3% | +1.9% |
| 30D | +4.6% | +7.2% | -2.7% | +1.7% |
| 3M | -8.3% | -6.5% | -1.8% | -6.1% |
| 6M | -5.6% | +10.3% | -15.9% | -9.7% |
| YTD | +18.7% | +6.5% | +12.2% | +14.3% |
| 1Y | +17.1% | +6.1% | +11.0% | +12.9% |
| 3Y | +54.4% | +74.9% | -20.5% | +19.3% |
| 5Y | +36.5% | +81.3% | -44.9% | +0.9% |
| 10Y | +187.7% | +332.3% | -144.6% | +32.2% |
| All | +3,455.1% | +1,906.8% | +1,548.3% | +621.7% |
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