-15.9%
ROP vs RJF
+106.2%
-122.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -3.4% | -2.0% | -1.3% | -2.8% |
| 3M | +16.7% | +16.3% | +0.4% | +11.5% |
| 6M | +8.1% | +16.9% | -8.8% | +2.9% |
| YTD | -11.7% | +10.4% | -22.1% | -14.7% |
| 1Y | -24.2% | +7.4% | -31.6% | -26.3% |
| 3Y | -19.0% | +72.2% | -91.2% | -32.6% |
| 5Y | -15.9% | +105.1% | -121.0% | -35.3% |
| All | -15.9% | +106.2% | -122.0% | -35.3% |
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 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