+60.0%
DRI vs RJF
+78.4%
-18.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.1% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +3.8% | -1.3% | +5.1% | +4.2% |
| 3M | +13.0% | +18.9% | -5.9% | +7.4% |
| 6M | +8.3% | +15.0% | -6.7% | +3.7% |
| YTD | +20.6% | +12.2% | +8.4% | +16.3% |
| 1Y | +6.5% | +5.6% | +0.8% | +4.2% |
| All | +60.0% | +78.4% | -18.4% | +34.0% |
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