+87.6%
ROIV vs RJF
+3.4%
+84.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.5% |
| 7D | +9.2% | +1.5% | +7.7% | +8.7% |
| 30D | +19.9% | +6.7% | +13.2% | +17.7% |
| 3M | +10.6% | -7.3% | +17.9% | +12.9% |
| 6M | +36.1% | +9.8% | +26.3% | +29.9% |
| YTD | +84.3% | +5.6% | +78.6% | +78.0% |
| 1Y | +87.6% | +2.3% | +85.3% | +82.6% |
| All | +87.6% | +3.4% | +84.1% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling