+5,622.1%
DPZ vs RJF
+2,115.7%
+3,506.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.2% |
| 7D | -2.5% | -0.6% | -2.0% | -2.4% |
| 30D | -7.0% | -1.3% | -5.7% | -6.6% |
| 3M | +11.6% | +18.9% | -7.3% | +5.3% |
| 6M | -15.2% | +15.0% | -30.2% | -19.3% |
| YTD | -17.2% | +12.2% | -29.5% | -21.0% |
| 1Y | -24.8% | +5.6% | -30.5% | -26.9% |
| 3Y | -8.7% | +74.9% | -83.5% | -26.3% |
| 5Y | -28.9% | +106.6% | -135.6% | -47.1% |
| 10Y | +153.6% | +433.1% | -279.4% | +19.6% |
| All | +5,622.1% | +2,115.7% | +3,506.5% | +1,164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling