+15.6%
DOCU vs RJF
+3.4%
+12.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | +1.5% | +0.1% | +1.1% |
| 30D | +10.8% | +6.7% | +4.1% | +8.7% |
| 3M | +38.0% | -7.3% | +45.3% | +40.9% |
| 6M | +77.4% | +9.8% | +67.6% | +71.3% |
| YTD | +17.2% | +5.6% | +11.5% | +12.6% |
| 1Y | +15.6% | +2.3% | +13.3% | +13.4% |
| All | +15.6% | +3.4% | +12.1% | +13.4% |
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 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