+4,391.0%
DVA vs RJF
+9,548.5%
-5,157.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.8% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -0.4% | -2.0% | +1.7% | +0.1% |
| 3M | -7.7% | +16.3% | -24.0% | -11.3% |
| 6M | +20.0% | +16.9% | +3.1% | +14.8% |
| YTD | +61.1% | +10.4% | +50.6% | +55.8% |
| 1Y | +33.9% | +7.4% | +26.5% | +30.2% |
| 3Y | +91.5% | +72.2% | +19.3% | +62.8% |
| 5Y | +41.8% | +105.1% | -63.3% | +12.9% |
| 10Y | +187.5% | +430.9% | -243.4% | +74.5% |
| All | +4,391.0% | +9,548.5% | -5,157.5% | +1,030.4% |
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