+504.6%
NOW vs RJF
+371.5%
+133.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | -0.7% |
| 7D | -3.1% | +3.4% | -6.5% | -4.7% |
| 30D | -27.0% | +5.9% | -33.0% | -29.4% |
| 3M | -17.7% | -4.6% | -13.1% | -16.3% |
| 6M | +12.7% | +9.5% | +3.2% | +6.9% |
| YTD | -32.9% | +6.0% | -38.9% | -36.0% |
| 1Y | -40.4% | +4.3% | -44.7% | -42.7% |
| 3Y | -17.1% | +76.6% | -93.7% | -39.0% |
| 5Y | -25.7% | +80.6% | -106.2% | -46.0% |
| 10Y | +504.6% | +346.5% | +158.1% | +191.1% |
| All | +504.6% | +371.5% | +133.1% | +191.1% |
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 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