+15,354.0%
ROK vs RJF
+49,848.3%
-34,494.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.9% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | -3.3% | -1.3% | -2.1% | -2.9% |
| 3M | -5.9% | +18.9% | -24.7% | -12.3% |
| 6M | +13.9% | +15.0% | -1.2% | +7.4% |
| YTD | +12.6% | +12.2% | +0.4% | +6.9% |
| 1Y | +28.6% | +5.6% | +23.0% | +24.8% |
| 3Y | +45.1% | +74.9% | -29.8% | +15.7% |
| 5Y | +45.6% | +106.6% | -61.1% | +7.5% |
| 10Y | +345.0% | +433.1% | -88.0% | +127.3% |
| All | +15,354.0% | +49,848.3% | -34,494.3% | +3,035.4% |
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