+138.6%
NOK vs RJF
+429.3%
-290.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -2.7% | +13.7% | +12.0% |
| 30D | +7.8% | -4.3% | +12.1% | +9.3% |
| 3M | -21.0% | +15.7% | -36.7% | -25.2% |
| 6M | +40.9% | +17.8% | +23.1% | +32.5% |
| YTD | +72.0% | +9.2% | +62.9% | +65.3% |
| 1Y | +140.9% | +2.8% | +138.1% | +135.8% |
| 3Y | +194.3% | +69.5% | +124.8% | +135.8% |
| 5Y | +112.5% | +105.9% | +6.6% | +57.5% |
| All | +138.6% | +429.3% | -290.7% | +28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling