+3,523.8%
DLR vs RJF
+1,890.7%
+1,633.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.0% | +1.5% | +3.5% | +4.4% |
| 30D | +3.0% | +6.7% | -3.7% | +0.3% |
| 3M | -6.3% | -7.3% | +1.1% | -3.7% |
| 6M | -4.8% | +9.8% | -14.5% | -8.7% |
| YTD | +21.0% | +5.6% | +15.4% | +16.9% |
| 1Y | +15.1% | +2.3% | +12.9% | +12.7% |
| 3Y | +56.0% | +73.6% | -17.6% | +20.9% |
| 5Y | +39.1% | +79.9% | -40.8% | +3.2% |
| 10Y | +193.3% | +328.8% | -135.6% | +35.2% |
| All | +3,523.8% | +1,890.7% | +1,633.1% | +638.0% |
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