+29,479.7%
ROP vs RJF
+12,791.8%
+16,687.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +0.7% | +3.6% | -2.9% | -0.5% |
| 30D | +28.8% | +7.2% | +21.5% | +25.8% |
| 3M | +21.1% | -6.5% | +27.6% | +23.7% |
| 6M | +52.5% | +10.3% | +42.2% | +47.3% |
| YTD | +8.9% | +6.5% | +2.4% | +5.9% |
| 1Y | +8.2% | +6.1% | +2.1% | +5.3% |
| 3Y | -5.2% | +74.9% | -80.0% | -23.2% |
| 5Y | +1.7% | +81.3% | -79.6% | -20.6% |
| 10Y | +185.4% | +332.3% | -146.9% | +59.0% |
| All | +29,479.7% | +12,791.8% | +16,687.9% | +6,140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling