+205.1%
ROL vs RJF
+429.5%
-224.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.2% | -4.2% | +1.0% | -2.2% |
| 30D | -6.6% | -3.6% | -3.0% | -5.8% |
| 3M | -27.3% | +15.6% | -42.9% | -30.1% |
| 6M | -38.1% | +17.6% | -55.7% | -40.8% |
| YTD | -41.8% | +9.2% | -51.0% | -43.5% |
| 1Y | -37.8% | +5.5% | -43.3% | -39.1% |
| 3Y | -0.3% | +70.3% | -70.6% | -16.5% |
| 5Y | -5.1% | +106.0% | -111.1% | -26.4% |
| All | +205.1% | +429.5% | -224.4% | +64.9% |
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