+115.1%
NOK vs RJF
+104.0%
+11.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | +11.0% | -2.7% | +13.7% | +12.1% |
| 30D | +7.8% | -4.3% | +12.1% | +9.5% |
| 3M | -21.0% | +15.7% | -36.7% | -25.7% |
| 6M | +40.9% | +17.8% | +23.1% | +31.4% |
| YTD | +72.0% | +9.2% | +62.9% | +64.3% |
| 1Y | +140.9% | +2.8% | +138.1% | +135.1% |
| 3Y | +194.3% | +69.5% | +124.8% | +120.3% |
| All | +115.1% | +104.0% | +11.1% | +44.0% |
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