+337.3%
ROIV vs RJF
+67.6%
+269.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +6.6% |
| 7D | +5.3% | +3.6% | +1.8% | +4.1% |
| 30D | +11.9% | +3.5% | +8.3% | +10.5% |
| 3M | +10.7% | -8.9% | +19.6% | +14.0% |
| 6M | +34.9% | +2.9% | +32.0% | +32.4% |
| YTD | +79.2% | +2.8% | +76.3% | +75.3% |
| 1Y | +89.0% | +2.7% | +86.3% | +84.8% |
| 3Y | +337.3% | +69.3% | +268.1% | +215.3% |
| All | +337.3% | +67.6% | +269.8% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling