+29,339.2%
ROP vs RJF
+12,676.4%
+16,662.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -2.9% | -0.9% | -2.0% | -2.7% |
| 30D | +30.1% | +5.3% | +24.7% | +27.8% |
| 3M | +19.9% | -6.8% | +26.7% | +22.7% |
| 6M | +46.0% | +11.4% | +34.6% | +40.5% |
| YTD | +8.4% | +5.5% | +2.8% | +5.7% |
| 1Y | +8.8% | +3.7% | +5.1% | +6.7% |
| 3Y | -5.6% | +73.4% | -79.1% | -23.4% |
| 5Y | +3.0% | +78.3% | -75.3% | -19.1% |
| 10Y | +184.0% | +328.4% | -144.4% | +58.7% |
| All | +29,339.2% | +12,676.4% | +16,662.8% | +6,129.8% |
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