+559.3%
ROKU vs RJF
+252.6%
+306.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -0.4% | -2.7% | +2.3% | +0.9% |
| 30D | +2.1% | -4.3% | +6.3% | +4.2% |
| 3M | +29.5% | +15.7% | +13.8% | +20.0% |
| 6M | +53.8% | +17.8% | +36.0% | +40.7% |
| YTD | +42.8% | +9.2% | +33.6% | +35.0% |
| 1Y | +60.7% | +2.8% | +58.0% | +56.4% |
| 3Y | +83.9% | +69.5% | +14.4% | +40.7% |
| 5Y | -52.8% | +105.9% | -158.7% | -65.7% |
| All | +559.3% | +252.6% | +306.6% | +355.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling