+24,936.4%
ROP vs RJF
+13,482.9%
+11,453.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.1% |
| 7D | -4.4% | -0.6% | -3.8% | -4.2% |
| 30D | +3.2% | -1.3% | +4.5% | +3.6% |
| 3M | +23.1% | +18.9% | +4.2% | +16.0% |
| 6M | +13.3% | +15.0% | -1.7% | +7.7% |
| YTD | -7.9% | +12.2% | -20.1% | -11.9% |
| 1Y | -22.1% | +5.6% | -27.7% | -24.1% |
| 3Y | -16.8% | +74.9% | -91.7% | -32.8% |
| 5Y | -13.5% | +106.6% | -120.2% | -35.5% |
| 10Y | +137.7% | +433.1% | -295.4% | +23.5% |
| All | +24,936.4% | +13,482.9% | +11,453.5% | +5,092.1% |
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