+472.4%
NEM vs RJF
+49,360.8%
-48,888.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.7% |
| 7D | +3.9% | +1.8% | +2.1% | +3.8% |
| 30D | +12.7% | 0.0% | +12.7% | +12.7% |
| 3M | +28.7% | +18.0% | +10.7% | +27.5% |
| 6M | +9.8% | +17.0% | -7.2% | +8.8% |
| YTD | +28.1% | +11.1% | +17.0% | +27.3% |
| 1Y | +69.3% | +8.0% | +61.4% | +68.5% |
| 3Y | +247.7% | +73.3% | +174.4% | +236.6% |
| 5Y | +153.4% | +107.4% | +45.9% | +142.1% |
| 10Y | +291.3% | +428.5% | -137.2% | +252.5% |
| All | +472.4% | +49,360.8% | -48,888.4% | +533.0% |
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