+302.0%
ROIV vs RJF
+206.9%
+95.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +22.3% | -0.3% | +22.6% | +22.3% |
| 30D | +16.9% | -2.0% | +18.9% | +17.5% |
| 3M | +43.9% | +16.3% | +27.6% | +35.3% |
| 6M | +41.6% | +16.9% | +24.7% | +32.7% |
| YTD | +92.7% | +10.4% | +82.2% | +84.0% |
| 1Y | +210.2% | +7.4% | +202.7% | +198.7% |
| 3Y | +231.8% | +72.2% | +159.6% | +161.5% |
| 5Y | +319.8% | +105.1% | +214.7% | +230.5% |
| All | +302.0% | +206.9% | +95.1% | +208.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling