-28.2%
DPZ vs RJF
+81.1%
-109.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.2% | +4.0% | -1.8% | +1.0% |
| 30D | +6.7% | +6.1% | +0.5% | +4.8% |
| 3M | -4.5% | -5.8% | +1.3% | -2.9% |
| 6M | +3.3% | +9.7% | -6.4% | +0.3% |
| YTD | -19.4% | +6.2% | -25.6% | -21.4% |
| 1Y | -17.3% | +5.3% | -22.6% | -19.2% |
| 3Y | -8.4% | +74.4% | -82.8% | -25.4% |
| 5Y | -28.2% | +81.6% | -109.8% | -43.1% |
| All | -28.2% | +81.1% | -109.3% | -43.1% |
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 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