+243.5%
NEM vs RJF
+69.1%
+174.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -3.3% | -4.2% | +0.9% | -2.7% |
| 30D | +7.8% | -3.6% | +11.4% | +8.4% |
| 3M | +36.3% | +15.6% | +20.6% | +33.3% |
| 6M | +6.6% | +17.6% | -11.0% | +4.0% |
| YTD | +27.1% | +9.2% | +17.9% | +25.2% |
| 1Y | +62.3% | +5.5% | +56.8% | +60.2% |
| All | +243.5% | +69.1% | +174.4% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling