+115.6%
DT vs RJF
+259.9%
-144.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | -2.5% | -4.2% | +1.6% | -0.8% |
| 30D | +3.5% | -3.6% | +7.1% | +5.1% |
| 3M | +26.7% | +15.6% | +11.1% | +19.4% |
| 6M | +36.1% | +17.6% | +18.5% | +26.9% |
| YTD | +18.6% | +9.2% | +9.4% | +13.5% |
| 1Y | +7.9% | +5.5% | +2.4% | +4.6% |
| 3Y | +8.6% | +70.3% | -61.7% | -14.9% |
| 5Y | -26.7% | +106.0% | -132.7% | -46.5% |
| All | +115.6% | +259.9% | -144.3% | +13.6% |
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 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