+2,637.6%
DXCM vs RJF
+1,650.6%
+987.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | -9.2% | -0.9% | -8.3% | -8.8% |
| 30D | -6.5% | +5.3% | -11.8% | -8.6% |
| 3M | -10.3% | -6.8% | -3.4% | -7.6% |
| 6M | +35.4% | +11.4% | +24.0% | +28.3% |
| YTD | +21.1% | +5.5% | +15.5% | +16.9% |
| 1Y | +38.2% | +3.7% | +34.6% | +34.4% |
| 3Y | -14.6% | +73.4% | -88.0% | -35.0% |
| 5Y | -49.6% | +78.3% | -127.9% | -62.8% |
| 10Y | +393.1% | +328.4% | +64.7% | +118.2% |
| All | +2,637.6% | +1,650.6% | +987.1% | +375.0% |
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 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