-28.9%
DPZ vs RJF
+81.1%
-110.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | +2.2% | +3.6% | -1.4% | +1.1% |
| 30D | +15.5% | +7.2% | +8.2% | +13.1% |
| 3M | -2.0% | -6.5% | +4.5% | -0.1% |
| 6M | +12.1% | +10.3% | +1.8% | +8.8% |
| YTD | -16.6% | +6.5% | -23.1% | -18.7% |
| 1Y | -14.6% | +6.1% | -20.7% | -16.8% |
| 3Y | -4.1% | +74.9% | -79.0% | -22.0% |
| All | -28.9% | +81.1% | -110.0% | -43.8% |
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 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