+7.0%
DXCM vs RJF
+7.7%
-0.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.8% |
| 3M | +7.3% | +16.3% | -9.1% | +3.0% |
| 6M | +22.0% | +16.9% | +5.1% | +16.2% |
| YTD | +26.4% | +10.4% | +15.9% | +22.5% |
| 1Y | +7.0% | +7.4% | -0.4% | +3.8% |
| All | +7.0% | +7.7% | -0.7% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling