-4.2%
ROL vs RJF
+106.2%
-110.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -7.2% | -2.0% | -5.2% | -6.9% |
| 3M | -27.0% | +16.3% | -43.3% | -29.2% |
| 6M | -39.5% | +16.9% | -56.4% | -41.4% |
| YTD | -41.8% | +10.4% | -52.2% | -43.2% |
| 1Y | -38.9% | +7.4% | -46.3% | -40.1% |
| 3Y | -0.4% | +72.2% | -72.6% | -14.2% |
| 5Y | -4.2% | +105.1% | -109.3% | -21.9% |
| All | -4.2% | +106.2% | -110.4% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling