+66.5%
DRI vs RJF
+76.6%
-10.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +1.1% | +3.6% | -2.5% | 0.0% |
| 30D | +9.7% | +7.2% | +2.5% | +7.5% |
| 3M | +3.2% | -6.5% | +9.7% | +5.0% |
| 6M | +20.6% | +10.3% | +10.3% | +16.9% |
| YTD | +28.3% | +6.5% | +21.7% | +25.5% |
| 1Y | +34.5% | +6.1% | +28.4% | +31.6% |
| 3Y | +66.5% | +74.9% | -8.4% | +38.6% |
| All | +66.5% | +76.6% | -10.1% | +38.6% |
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