+70.5%
DOCN vs RJF
+122.4%
-51.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.5% |
| 7D | -19.2% | +3.6% | -22.7% | -21.5% |
| 30D | -43.1% | +3.5% | -46.6% | -44.8% |
| 3M | -40.7% | -8.9% | -31.8% | -36.8% |
| 6M | -55.0% | +2.9% | -57.9% | -57.0% |
| YTD | +50.6% | +2.8% | +47.8% | +42.3% |
| 1Y | +54.0% | +2.7% | +51.3% | +45.7% |
| 3Y | +203.9% | +69.3% | +134.6% | +87.9% |
| 5Y | -29.4% | +75.0% | -104.4% | -56.4% |
| All | +70.5% | +122.4% | -51.8% | -1.4% |
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