+70,808.4%
ROST vs RJF
+49,848.3%
+20,960.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | +0.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -8.9% | -1.3% | -7.6% | -8.6% |
| 3M | -0.8% | +18.9% | -19.7% | -6.4% |
| 6M | +8.5% | +15.0% | -6.6% | +3.4% |
| YTD | +28.6% | +12.2% | +16.4% | +23.2% |
| 1Y | +52.3% | +5.6% | +46.7% | +48.5% |
| 3Y | +94.8% | +74.9% | +20.0% | +58.5% |
| 5Y | +110.8% | +106.6% | +4.1% | +61.3% |
| 10Y | +304.5% | +433.1% | -128.5% | +125.9% |
| All | +70,808.4% | +49,848.3% | +20,960.1% | +6,973.6% |
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