+121.1%
DPZ vs RJF
+371.5%
-250.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.6% |
| 7D | +3.7% | +3.4% | +0.3% | +3.0% |
| 30D | +8.0% | +5.9% | +2.1% | +6.9% |
| 3M | -4.2% | -4.6% | +0.4% | -3.4% |
| 6M | +4.6% | +9.5% | -4.9% | +2.8% |
| YTD | -18.4% | +6.0% | -24.4% | -19.6% |
| 1Y | -16.8% | +4.3% | -21.1% | -17.8% |
| 3Y | -5.0% | +76.6% | -81.6% | -14.9% |
| 5Y | -27.8% | +80.6% | -108.4% | -35.9% |
| 10Y | +121.1% | +346.5% | -225.4% | +84.6% |
| All | +121.1% | +371.5% | -250.4% | +84.6% |
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