+116.4%
DOCN vs RJF
+7.8%
+108.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.3% | -11.5% | -8.6% |
| 7D | -20.0% | +7.2% | -27.2% | -22.0% |
| 30D | -38.8% | +4.9% | -43.7% | -39.7% |
| 3M | -34.8% | -5.5% | -29.3% | -33.0% |
| 6M | -22.8% | +8.0% | -30.7% | -26.1% |
| YTD | +74.6% | +6.2% | +68.4% | +62.5% |
| 1Y | +116.4% | +7.8% | +108.6% | +99.5% |
| All | +116.4% | +7.8% | +108.6% | +99.5% |
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