+2,522.5%
DUK vs RJF
+48,514.8%
-45,992.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -1.7% | -4.2% | +2.5% | -1.1% |
| 30D | -2.2% | -3.6% | +1.4% | -1.8% |
| 3M | -3.7% | +15.6% | -19.3% | -5.8% |
| 6M | -6.3% | +17.6% | -23.9% | -8.7% |
| YTD | +4.5% | +9.2% | -4.7% | +2.7% |
| 1Y | +1.8% | +5.5% | -3.7% | +0.5% |
| 3Y | +46.8% | +70.3% | -23.5% | +33.7% |
| 5Y | +40.2% | +106.0% | -65.8% | +22.7% |
| 10Y | +129.8% | +425.1% | -295.3% | +71.4% |
| All | +2,522.5% | +48,514.8% | -45,992.3% | +1,129.9% |
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