+72.2%
DOCU vs RJF
+236.9%
-164.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.7% |
| 6M | +48.0% | +15.0% | +33.0% | +38.9% |
| YTD | 0.0% | +12.2% | -12.2% | -5.5% |
| 1Y | -10.3% | +5.6% | -15.9% | -13.1% |
| 3Y | +32.4% | +74.9% | -42.5% | +3.1% |
| 5Y | -77.9% | +106.6% | -184.6% | -83.4% |
| All | +72.2% | +236.9% | -164.7% | +19.2% |
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