+180.6%
DVA vs RJF
+429.3%
-248.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -1.3% | -2.7% | +1.4% | -0.5% |
| 30D | 0.0% | -4.3% | +4.3% | +1.4% |
| 3M | -10.9% | +15.7% | -26.7% | -15.2% |
| 6M | +17.3% | +17.8% | -0.5% | +10.7% |
| YTD | +59.8% | +9.2% | +50.6% | +53.7% |
| 1Y | +36.3% | +2.8% | +33.5% | +33.5% |
| 3Y | +88.6% | +69.5% | +19.2% | +52.6% |
| 5Y | +47.5% | +105.9% | -58.4% | +7.3% |
| All | +180.6% | +429.3% | -248.7% | +45.0% |
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 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