+98.6%
DOCU vs RJF
+211.5%
-112.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.0% |
| 7D | -3.2% | +2.2% | -5.4% | -4.2% |
| 30D | +15.7% | +3.4% | +12.3% | +13.9% |
| 3M | +37.3% | -8.7% | +46.0% | +42.0% |
| 6M | +63.1% | +4.1% | +59.0% | +59.4% |
| YTD | +15.4% | +3.7% | +11.6% | +12.3% |
| 1Y | +11.3% | +4.4% | +6.9% | +8.0% |
| 3Y | +92.1% | +69.2% | +22.9% | +51.5% |
| 5Y | -70.5% | +76.6% | -147.1% | -76.7% |
| All | +98.6% | +211.5% | -112.8% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling