+92.1%
DOCU vs RJF
+67.0%
+25.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.1% |
| 7D | -5.5% | +3.6% | -9.1% | -7.0% |
| 30D | +12.6% | +3.5% | +9.1% | +10.8% |
| 3M | +36.4% | -9.2% | +45.6% | +41.8% |
| 6M | +66.8% | +2.5% | +64.3% | +63.6% |
| YTD | +13.5% | +2.5% | +11.0% | +10.4% |
| 1Y | +11.3% | +2.3% | +9.0% | +8.3% |
| 3Y | +92.1% | +68.7% | +23.3% | +41.8% |
| All | +92.1% | +67.0% | +25.0% | +41.8% |
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