+111.1%
ROST vs RJF
+101.5%
+9.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.6% |
| 7D | -2.5% | -4.2% | +1.7% | -0.7% |
| 30D | -10.3% | -3.6% | -6.7% | -8.9% |
| 3M | -2.6% | +15.6% | -18.2% | -8.5% |
| 6M | +6.5% | +17.6% | -11.1% | -0.7% |
| YTD | +25.9% | +9.2% | +16.7% | +20.3% |
| 1Y | +52.3% | +5.5% | +46.8% | +47.2% |
| 3Y | +94.6% | +70.3% | +24.2% | +45.0% |
| 5Y | +111.1% | +106.0% | +5.1% | +38.2% |
| All | +111.1% | +101.5% | +9.6% | +38.2% |
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