+98.0%
NI vs RJF
+101.5%
-3.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -0.6% | -4.2% | +3.6% | +0.2% |
| 30D | -1.4% | -3.6% | +2.2% | -0.8% |
| 3M | -10.6% | +15.6% | -26.2% | -13.3% |
| 6M | -9.9% | +17.6% | -27.5% | -13.1% |
| YTD | +1.2% | +9.2% | -8.1% | -1.2% |
| 1Y | +4.4% | +5.5% | -1.1% | +2.7% |
| 3Y | +68.6% | +70.3% | -1.7% | +46.7% |
| 5Y | +98.0% | +106.0% | -8.0% | +68.6% |
| All | +98.0% | +101.5% | -3.5% | +68.6% |
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 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