+292.2%
DOV vs RJF
+429.3%
-137.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.0% | -2.7% | +0.7% | -0.6% |
| 30D | -8.9% | -4.3% | -4.6% | -6.9% |
| 3M | -13.3% | +15.7% | -29.0% | -20.0% |
| 6M | -9.7% | +17.8% | -27.5% | -17.6% |
| YTD | -2.5% | +9.2% | -11.6% | -8.0% |
| 1Y | +7.2% | +2.8% | +4.5% | +4.0% |
| 3Y | +39.4% | +69.5% | -30.0% | +1.8% |
| 5Y | +15.8% | +105.9% | -90.1% | -25.9% |
| All | +292.2% | +429.3% | -137.1% | +41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling