+5,871.1%
NKE vs RJF
+48,514.8%
-42,643.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.8% | -1.6% |
| 7D | -5.5% | -4.2% | -1.4% | -4.4% |
| 30D | -10.4% | -3.6% | -6.8% | -9.5% |
| 3M | -15.8% | +15.6% | -31.5% | -19.3% |
| 6M | -33.4% | +17.6% | -51.0% | -36.6% |
| YTD | -41.0% | +9.2% | -50.2% | -42.7% |
| 1Y | -49.1% | +5.5% | -54.6% | -50.2% |
| 3Y | -59.8% | +70.3% | -130.1% | -66.2% |
| 5Y | -75.5% | +106.0% | -181.5% | -80.5% |
| 10Y | -23.5% | +425.1% | -448.5% | -54.3% |
| All | +5,871.1% | +48,514.8% | -42,643.7% | +1,009.4% |
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