+55.8%
DOCS vs RJF
+69.1%
-13.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.2% |
| 7D | -1.3% | +2.2% | -3.5% | -2.3% |
| 30D | +19.4% | +3.4% | +16.0% | +17.6% |
| 3M | +53.4% | -8.7% | +62.1% | +59.7% |
| 6M | +28.8% | +4.1% | +24.6% | +24.8% |
| YTD | -25.1% | +3.7% | -28.8% | -28.1% |
| 1Y | -48.1% | +4.4% | -52.6% | -50.5% |
| All | +55.8% | +69.1% | -13.3% | -3.4% |
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