+112.5%
NET vs RJF
+106.8%
+5.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.7% |
| 7D | -7.0% | -0.6% | -6.4% | -6.5% |
| 30D | -4.8% | -1.3% | -3.5% | -3.8% |
| 3M | +3.8% | +18.9% | -15.1% | -10.4% |
| 6M | +50.0% | +15.0% | +35.0% | +31.9% |
| YTD | +41.5% | +12.2% | +29.3% | +25.4% |
| 1Y | +32.8% | +5.6% | +27.2% | +23.5% |
| 3Y | +335.9% | +74.9% | +261.0% | +144.2% |
| All | +112.5% | +106.8% | +5.7% | +8.8% |
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