+103.1%
DOCN vs RJF
+130.4%
-27.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.8% | -5.0% | -4.8% |
| 7D | +19.1% | +3.6% | +15.5% | +15.9% |
| 30D | -21.0% | +7.2% | -28.3% | -25.5% |
| 3M | -34.7% | -6.5% | -28.2% | -31.8% |
| 6M | -45.8% | +10.3% | -56.1% | -51.1% |
| YTD | +79.4% | +6.5% | +72.9% | +64.9% |
| 1Y | +91.0% | +6.1% | +84.9% | +76.2% |
| 3Y | +237.5% | +74.9% | +162.6% | +103.4% |
| 5Y | -30.4% | +81.3% | -111.7% | -58.2% |
| All | +103.1% | +130.4% | -27.2% | +14.2% |
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