+312.1%
ROST vs RJF
+429.3%
-117.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.4% | +2.4% |
| 7D | +0.2% | -2.7% | +2.9% | +1.5% |
| 30D | -6.9% | -4.3% | -2.6% | -5.0% |
| 3M | -3.3% | +15.7% | -19.0% | -9.9% |
| 6M | +9.0% | +17.8% | -8.8% | +0.5% |
| YTD | +28.9% | +9.2% | +19.7% | +22.4% |
| 1Y | +54.0% | +2.8% | +51.2% | +50.0% |
| 3Y | +100.7% | +69.5% | +31.3% | +47.7% |
| 5Y | +116.0% | +105.9% | +10.1% | +40.7% |
| All | +312.1% | +429.3% | -117.2% | +89.3% |
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 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