+217.3%
ROL vs RJF
+323.1%
-105.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +0.8% | -0.9% | +1.7% | +1.0% |
| 30D | +20.6% | +5.3% | +15.2% | +19.0% |
| 3M | +4.5% | -6.8% | +11.3% | +6.3% |
| 6M | -26.5% | +11.4% | -37.9% | -28.7% |
| YTD | -34.8% | +5.5% | -40.4% | -36.2% |
| 1Y | -33.2% | +3.7% | -36.8% | -34.3% |
| 3Y | +4.5% | +73.4% | -69.0% | -13.0% |
| 5Y | +15.5% | +78.3% | -62.8% | -6.6% |
| All | +217.3% | +323.1% | -105.8% | +86.4% |
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 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