+212.8%
RDDT vs RJF
+44.8%
+168.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +2.1% | -2.7% | +4.9% | +4.0% |
| 30D | +2.8% | -4.3% | +7.1% | +5.7% |
| 3M | -8.9% | +15.7% | -24.7% | -18.1% |
| 6M | +15.1% | +17.8% | -2.7% | +1.1% |
| YTD | -31.4% | +9.2% | -40.5% | -37.7% |
| 1Y | -39.4% | +2.8% | -42.2% | -41.9% |
| All | +212.8% | +44.8% | +168.0% | +129.1% |
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 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