+5,061.4%
NI vs RJF
+48,495.2%
-43,433.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | -2.7% | +2.8% | +0.6% |
| 30D | -1.4% | -4.3% | +2.9% | -0.6% |
| 3M | -10.6% | +15.7% | -26.3% | -13.1% |
| 6M | -9.3% | +17.8% | -27.1% | -12.3% |
| YTD | +1.1% | +9.2% | -8.0% | -1.0% |
| 1Y | +3.4% | +2.8% | +0.6% | +2.2% |
| 3Y | +67.9% | +69.5% | -1.6% | +49.9% |
| 5Y | +98.0% | +105.9% | -8.0% | +68.3% |
| 10Y | +143.6% | +424.9% | -281.3% | +70.2% |
| All | +5,061.4% | +48,495.2% | -43,433.7% | +1,936.5% |
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