-32.9%
DOCN vs RJF
+80.1%
-113.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.1% | +5.0% | +5.4% |
| 7D | -12.8% | +3.4% | -16.2% | -15.2% |
| 30D | -41.9% | +5.9% | -47.9% | -44.9% |
| 3M | -36.9% | -4.6% | -32.3% | -34.9% |
| 6M | -52.2% | +9.5% | -61.7% | -57.1% |
| YTD | +62.7% | +6.0% | +56.7% | +49.0% |
| 1Y | +58.2% | +4.3% | +53.9% | +47.0% |
| 3Y | +219.5% | +76.6% | +142.9% | +77.9% |
| 5Y | -32.9% | +80.6% | -113.4% | -64.6% |
| All | -32.9% | +80.1% | -113.0% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling