-68.5%
DOCU vs RJF
+80.1%
-148.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.6% |
| 7D | -0.4% | -0.9% | +0.5% | +0.1% |
| 30D | +12.9% | +5.3% | +7.6% | +8.7% |
| 3M | +35.1% | -6.8% | +41.9% | +40.7% |
| 6M | +76.2% | +11.4% | +64.8% | +61.5% |
| YTD | +17.2% | +5.5% | +11.6% | +10.0% |
| 1Y | +16.4% | +3.7% | +12.7% | +10.6% |
| 3Y | +95.6% | +73.4% | +22.2% | +17.0% |
| 5Y | -68.5% | +78.3% | -146.9% | -82.9% |
| All | -68.5% | +80.1% | -148.6% | -82.9% |
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