+184.4%
ROP vs RJF
+326.9%
-142.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +0.7% | +3.6% | -2.9% | -0.6% |
| 30D | +28.8% | +7.2% | +21.5% | +25.5% |
| 3M | +21.1% | -6.5% | +27.6% | +24.0% |
| 6M | +52.5% | +10.3% | +42.2% | +46.7% |
| YTD | +8.9% | +6.5% | +2.4% | +5.5% |
| 1Y | +8.2% | +6.1% | +2.1% | +4.9% |
| 3Y | -5.2% | +74.9% | -80.0% | -25.7% |
| 5Y | +1.7% | +81.3% | -79.6% | -23.9% |
| All | +184.4% | +326.9% | -142.6% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling