+3.4%
ROL vs RJF
+76.1%
-72.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +3.4% | +4.0% | -0.6% | +2.9% |
| 30D | +20.8% | +6.1% | +14.6% | +20.0% |
| 3M | +3.7% | -5.8% | +9.5% | +4.1% |
| 6M | -27.7% | +9.7% | -37.4% | -28.4% |
| YTD | -34.9% | +6.2% | -41.1% | -35.6% |
| 1Y | -33.3% | +5.3% | -38.6% | -34.0% |
| All | +3.4% | +76.1% | -72.6% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling