+17.3%
DOV vs RJF
+103.8%
-86.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -8.6% | -2.0% | -6.6% | -7.8% |
| 3M | -13.1% | +16.3% | -29.5% | -19.5% |
| 6M | -8.8% | +16.9% | -25.7% | -15.9% |
| YTD | -1.2% | +10.4% | -11.7% | -7.0% |
| 1Y | +10.7% | +7.4% | +3.3% | +5.4% |
| 3Y | +39.3% | +72.2% | -32.9% | +2.8% |
| All | +17.3% | +103.8% | -86.5% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling