+22.9%
DOC vs RJF
+7.8%
+15.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.3% | -1.2% | +2.8% |
| 7D | +8.7% | +7.2% | +1.6% | +8.2% |
| 30D | +7.6% | +4.9% | +2.7% | +7.1% |
| 3M | -5.3% | -5.5% | +0.3% | -5.4% |
| 6M | +27.6% | +8.0% | +19.6% | +26.5% |
| YTD | +32.4% | +6.2% | +26.2% | +30.5% |
| 1Y | +22.9% | +7.8% | +15.1% | +20.8% |
| All | +22.9% | +7.8% | +15.0% | +20.8% |
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