-37.3%
DOCS vs RJF
+107.4%
-144.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | -4.2% | -0.9% | -3.3% | -3.7% |
| 30D | +8.6% | +5.3% | +3.3% | +5.6% |
| 3M | +27.2% | -6.8% | +34.1% | +32.0% |
| 6M | +26.5% | +11.4% | +15.1% | +17.7% |
| YTD | -25.0% | +5.5% | -30.5% | -28.8% |
| 1Y | -37.0% | +3.7% | -40.7% | -39.6% |
| 3Y | +39.4% | +73.4% | -34.0% | -4.4% |
| 5Y | -56.7% | +78.3% | -135.0% | -71.3% |
| All | -37.3% | +107.4% | -144.7% | -59.5% |
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 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