+180.8%
NOK vs RJF
+69.1%
+111.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +8.7% | -4.2% | +12.9% | +10.0% |
| 30D | +12.5% | -3.6% | +16.1% | +13.5% |
| 3M | -20.7% | +15.6% | -36.4% | -24.2% |
| 6M | +36.2% | +17.6% | +18.6% | +29.3% |
| YTD | +64.1% | +9.2% | +54.9% | +58.5% |
| 1Y | +132.4% | +5.5% | +126.9% | +126.2% |
| All | +180.8% | +69.1% | +111.7% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling