+302.3%
NEM vs RJF
+429.3%
-127.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.0% | -2.7% | +1.7% | -0.8% |
| 30D | +7.8% | -4.3% | +12.1% | +8.2% |
| 3M | +30.2% | +15.7% | +14.5% | +28.8% |
| 6M | +9.6% | +17.8% | -8.2% | +8.2% |
| YTD | +27.8% | +9.2% | +18.6% | +26.8% |
| 1Y | +60.7% | +2.8% | +57.9% | +60.0% |
| 3Y | +245.3% | +69.5% | +175.8% | +231.4% |
| 5Y | +155.3% | +105.9% | +49.4% | +141.7% |
| All | +302.3% | +429.3% | -127.0% | +271.3% |
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