-37.7%
ROL vs RJF
+16.1%
-53.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -1.4% | -0.6% | -0.8% | -1.3% |
| 30D | -4.1% | -1.3% | -2.8% | -3.8% |
| 3M | -22.5% | +18.9% | -41.4% | -27.2% |
| 6M | -37.7% | +15.0% | -52.7% | -41.1% |
| All | -37.7% | +16.1% | -53.8% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling