-34.7%
ROL vs RJF
+7.8%
-42.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.6% | +1.9% |
| 7D | +14.6% | +7.2% | +7.4% | +13.0% |
| 30D | +29.3% | +4.9% | +24.4% | +27.8% |
| 3M | +2.0% | -5.5% | +7.5% | +2.2% |
| 6M | -28.5% | +8.0% | -36.5% | -29.9% |
| YTD | -35.3% | +6.2% | -41.5% | -37.2% |
| 1Y | -34.7% | +7.8% | -42.5% | -36.7% |
| All | -34.7% | +7.8% | -42.5% | -36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling