+790.0%
NOW vs RJF
+428.9%
+361.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.0% | -4.0% | -4.5% |
| 7D | -6.1% | +1.8% | -7.8% | -6.8% |
| 30D | +7.5% | 0.0% | +7.5% | +7.4% |
| 3M | +17.5% | +18.0% | -0.4% | +8.3% |
| 6M | +7.9% | +17.0% | -9.0% | -0.5% |
| YTD | -12.4% | +11.1% | -23.5% | -17.8% |
| 1Y | -28.6% | +8.0% | -36.5% | -32.2% |
| 3Y | +11.8% | +73.3% | -61.5% | -16.7% |
| 5Y | +2.6% | +107.4% | -104.8% | -29.6% |
| 10Y | +790.0% | +428.5% | +361.5% | +246.3% |
| All | +790.0% | +428.9% | +361.1% | +246.3% |
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