-10.3%
DOCU vs RJF
+7.8%
-18.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.3% |
| 7D | +6.9% | -0.6% | +7.5% | +7.1% |
| 30D | +19.0% | -1.3% | +20.2% | +19.4% |
| 3M | +34.3% | +18.9% | +15.4% | +25.6% |
| 6M | +48.0% | +15.0% | +33.0% | +39.6% |
| YTD | 0.0% | +12.2% | -12.2% | -6.3% |
| 1Y | -10.3% | +5.6% | -15.9% | -12.6% |
| All | -10.3% | +7.8% | -18.1% | -12.6% |
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