+260.9%
DXCM vs RJF
+428.4%
-167.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.6% |
| 7D | -6.5% | -0.3% | -6.2% | -6.4% |
| 30D | -4.3% | -2.0% | -2.3% | -3.6% |
| 3M | +7.3% | +16.3% | -9.1% | +1.5% |
| 6M | +22.0% | +16.9% | +5.1% | +15.0% |
| YTD | +26.4% | +10.4% | +15.9% | +21.2% |
| 1Y | +7.0% | +7.4% | -0.4% | +3.4% |
| 3Y | -19.6% | +72.2% | -91.8% | -34.7% |
| 5Y | -39.3% | +105.1% | -144.4% | -53.5% |
| 10Y | +260.9% | +430.9% | -170.0% | +88.1% |
| All | +260.9% | +428.4% | -167.5% | +88.1% |
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