+7,546.8%
DRI vs RJF
+11,444.5%
-3,897.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | +14.7% | +5.3% | +9.3% | +12.7% |
| 3M | +5.4% | -6.8% | +12.3% | +7.9% |
| 6M | +18.8% | +11.4% | +7.4% | +14.0% |
| YTD | +28.4% | +5.5% | +22.8% | +25.0% |
| 1Y | +37.7% | +3.7% | +34.0% | +34.8% |
| 3Y | +68.0% | +73.4% | -5.5% | +35.7% |
| 5Y | +78.8% | +78.3% | +0.5% | +40.9% |
| 10Y | +334.2% | +328.4% | +5.7% | +154.4% |
| All | +7,546.8% | +11,444.5% | -3,897.7% | +1,972.3% |
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