-4.6%
DPZ vs RJF
+67.0%
-71.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.8% |
| 7D | +6.6% | +3.6% | +3.0% | +5.6% |
| 30D | +10.3% | +3.5% | +6.8% | +9.3% |
| 3M | -6.2% | -9.2% | +3.1% | -3.8% |
| 6M | +4.2% | +2.5% | +1.7% | +3.5% |
| YTD | -18.4% | +2.5% | -20.9% | -19.4% |
| 1Y | -14.9% | +2.3% | -17.2% | -16.1% |
| 3Y | -4.6% | +68.7% | -73.3% | -18.8% |
| All | -4.6% | +67.0% | -71.6% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling