+235.9%
ROIV vs RJF
+211.8%
+24.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | +1.0% | -1.3% | +2.2% | +1.2% |
| 3M | +18.3% | +18.9% | -0.6% | +10.4% |
| 6M | +18.3% | +15.0% | +3.3% | +11.7% |
| YTD | +61.0% | +12.2% | +48.8% | +53.0% |
| 1Y | +177.9% | +5.6% | +172.3% | +169.3% |
| 3Y | +199.1% | +74.9% | +124.2% | +134.6% |
| 5Y | +250.7% | +106.6% | +144.1% | +174.8% |
| All | +235.9% | +211.8% | +24.0% | +156.3% |
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 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