-4.4%
DOC vs RJF
+432.3%
-436.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.3% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -4.8% | -1.3% | -3.5% | -4.5% |
| 3M | +6.9% | +18.9% | -12.0% | +0.1% |
| 6M | +20.7% | +15.0% | +5.7% | +14.0% |
| YTD | +34.1% | +12.2% | +21.9% | +27.2% |
| 1Y | +22.6% | +5.6% | +17.0% | +18.6% |
| 3Y | +20.8% | +74.9% | -54.0% | -5.6% |
| 5Y | -24.9% | +106.6% | -131.5% | -46.6% |
| All | -4.4% | +432.3% | -436.7% | -50.4% |
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 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