+203.9%
DOCN vs RJF
+67.0%
+136.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.4% |
| 7D | -19.2% | +3.6% | -22.7% | -21.3% |
| 30D | -43.1% | +3.5% | -46.6% | -44.7% |
| 3M | -40.7% | -9.2% | -31.5% | -36.7% |
| 6M | -55.0% | +2.5% | -57.5% | -56.8% |
| YTD | +50.6% | +2.5% | +48.2% | +42.5% |
| 1Y | +54.0% | +2.3% | +51.6% | +45.9% |
| 3Y | +203.9% | +68.7% | +135.2% | +86.9% |
| All | +203.9% | +67.0% | +136.9% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling