-34.1%
ROL vs RJF
+3.4%
-37.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -1.7% | +1.5% | -3.2% | -2.0% |
| 30D | +18.5% | +6.7% | +11.8% | +17.0% |
| 3M | +4.3% | -7.3% | +11.7% | +4.9% |
| 6M | -27.7% | +9.8% | -37.5% | -29.1% |
| YTD | -35.8% | +5.6% | -41.4% | -37.7% |
| 1Y | -34.1% | +2.3% | -36.4% | -35.9% |
| All | -34.1% | +3.4% | -37.5% | -35.9% |
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 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