+1,700.7%
NOK vs RJF
+14,408.6%
-12,707.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +9.3% | -0.3% | +9.6% | +9.4% |
| 30D | +17.9% | -2.0% | +19.9% | +18.6% |
| 3M | -22.3% | +16.3% | -38.6% | -27.4% |
| 6M | +36.4% | +16.9% | +19.5% | +27.1% |
| YTD | +66.3% | +10.4% | +55.9% | +57.8% |
| 1Y | +134.4% | +7.4% | +127.0% | +124.0% |
| 3Y | +186.6% | +72.2% | +114.4% | +120.4% |
| 5Y | +102.7% | +105.1% | -2.4% | +42.3% |
| 10Y | +129.8% | +430.9% | -301.1% | -1.5% |
| All | +1,700.7% | +14,408.6% | -12,707.9% | +71.1% |
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 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