+550.6%
ROKU vs RJF
+256.7%
+293.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | -3.0% | -0.3% | -2.8% | -2.9% |
| 30D | +0.7% | -2.0% | +2.7% | +1.6% |
| 3M | +26.5% | +16.3% | +10.1% | +16.9% |
| 6M | +52.6% | +16.9% | +35.7% | +40.2% |
| YTD | +40.9% | +10.4% | +30.5% | +32.4% |
| 1Y | +57.6% | +7.4% | +50.2% | +49.9% |
| 3Y | +83.2% | +72.2% | +11.0% | +39.1% |
| 5Y | -54.8% | +105.1% | -159.9% | -67.2% |
| All | +550.6% | +256.7% | +293.9% | +347.3% |
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