+130.8%
ROP vs RJF
+435.4%
-304.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -3.4% | -2.0% | -1.3% | -2.7% |
| 3M | +16.7% | +16.3% | +0.4% | +10.2% |
| 6M | +8.1% | +16.9% | -8.8% | +1.6% |
| YTD | -11.7% | +10.4% | -22.1% | -15.5% |
| 1Y | -24.2% | +7.4% | -31.6% | -26.9% |
| 3Y | -19.0% | +72.2% | -91.2% | -36.1% |
| 5Y | -15.9% | +105.1% | -121.0% | -40.1% |
| All | +130.8% | +435.4% | -304.6% | +5.4% |
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