+317.9%
DRI vs RJF
+323.5%
-5.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.3% | +1.5% | -1.8% | -1.1% |
| 30D | +10.8% | +6.7% | +4.1% | +7.2% |
| 3M | +0.9% | -7.3% | +8.3% | +4.6% |
| 6M | +16.3% | +9.8% | +6.6% | +10.0% |
| YTD | +27.8% | +5.6% | +22.1% | +22.5% |
| 1Y | +33.9% | +2.3% | +31.6% | +30.2% |
| 3Y | +67.2% | +73.6% | -6.4% | +17.6% |
| 5Y | +79.0% | +79.9% | -0.9% | +18.1% |
| All | +317.9% | +323.5% | -5.6% | +63.8% |
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 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