-54.2%
DOCS vs RJF
+73.7%
-127.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.3% |
| 7D | -0.8% | +3.6% | -4.3% | -2.6% |
| 30D | +17.4% | +3.5% | +13.9% | +15.2% |
| 3M | +57.4% | -8.9% | +66.3% | +65.0% |
| 6M | +26.5% | +2.9% | +23.7% | +23.0% |
| YTD | -26.6% | +2.8% | -29.4% | -29.4% |
| 1Y | -48.1% | +2.7% | -50.7% | -50.1% |
| 3Y | +52.6% | +69.3% | -16.7% | +4.4% |
| All | -54.2% | +73.7% | -127.9% | -70.1% |
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