-38.0%
DOCS vs RJF
+108.2%
-146.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | -0.6% |
| 7D | 0.0% | +3.4% | -3.4% | -1.7% |
| 30D | +7.8% | +5.9% | +1.8% | +4.4% |
| 3M | +20.0% | -4.6% | +24.6% | +22.8% |
| 6M | +26.5% | +9.5% | +17.0% | +18.9% |
| YTD | -25.8% | +6.0% | -31.7% | -29.7% |
| 1Y | -39.5% | +4.3% | -43.8% | -42.2% |
| 3Y | +60.3% | +76.6% | -16.2% | +8.9% |
| 5Y | -57.0% | +80.6% | -137.6% | -71.7% |
| All | -38.0% | +108.2% | -146.2% | -60.0% |
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