+45.9%
ROK vs RJF
+101.5%
-55.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.5% |
| 7D | -1.6% | -4.2% | +2.6% | +0.5% |
| 30D | -5.4% | -3.6% | -1.8% | -3.8% |
| 3M | -4.0% | +15.6% | -19.6% | -11.4% |
| 6M | +13.3% | +17.6% | -4.3% | +3.4% |
| YTD | +9.3% | +9.2% | +0.1% | +3.2% |
| 1Y | +25.8% | +5.5% | +20.3% | +20.7% |
| 3Y | +49.1% | +70.3% | -21.2% | +9.8% |
| 5Y | +45.9% | +106.0% | -60.2% | -3.1% |
| All | +45.9% | +101.5% | -55.7% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling