-38.3%
DOCS vs RJF
+4.3%
-42.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -0.6% | +4.0% | -4.5% | -1.4% |
| 30D | +6.3% | +6.1% | +0.2% | +5.0% |
| 3M | +26.5% | -5.8% | +32.3% | +27.6% |
| 6M | +24.8% | +9.7% | +15.1% | +21.0% |
| YTD | -26.8% | +6.2% | -33.0% | -30.7% |
| 1Y | -38.3% | +5.3% | -43.6% | -41.3% |
| All | -38.3% | +4.3% | -42.6% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling