+129.7%
ROP vs RJF
+429.5%
-299.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.7% | 0.0% |
| 7D | -8.0% | -4.2% | -3.8% | -6.5% |
| 30D | -2.7% | -3.6% | +0.9% | -1.5% |
| 3M | +16.6% | +15.6% | +1.0% | +10.3% |
| 6M | +10.4% | +17.6% | -7.2% | +3.5% |
| YTD | -12.1% | +9.2% | -21.3% | -15.5% |
| 1Y | -23.6% | +5.5% | -29.1% | -25.8% |
| 3Y | -19.3% | +70.3% | -89.6% | -36.1% |
| 5Y | -15.4% | +106.0% | -121.4% | -39.9% |
| All | +129.7% | +429.5% | -299.8% | +5.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling