-38.7%
NOW vs RJF
+7.8%
-46.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.7% | -1.1% |
| 7D | -27.5% | +7.2% | -34.7% | -28.5% |
| 30D | -20.0% | +4.9% | -24.9% | -20.7% |
| 3M | -7.9% | -5.5% | -2.4% | -6.0% |
| 6M | +18.3% | +8.0% | +10.4% | +16.2% |
| YTD | -29.0% | +6.2% | -35.1% | -31.7% |
| 1Y | -38.7% | +7.8% | -46.5% | -41.5% |
| All | -38.7% | +7.8% | -46.5% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling