+326.9%
NSC vs RJF
+428.9%
-102.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | 0.0% |
| 7D | -1.5% | +1.8% | -3.3% | -2.4% |
| 30D | -1.9% | 0.0% | -1.9% | -2.1% |
| 3M | +6.2% | +18.0% | -11.7% | -2.7% |
| 6M | +9.2% | +17.0% | -7.8% | 0.0% |
| YTD | +15.0% | +11.1% | +3.9% | +7.3% |
| 1Y | +21.1% | +8.0% | +13.1% | +14.3% |
| 3Y | +78.6% | +73.3% | +5.3% | +28.0% |
| 5Y | +45.9% | +107.4% | -61.5% | -9.3% |
| 10Y | +326.9% | +428.5% | -101.6% | +49.7% |
| All | +326.9% | +428.9% | -102.0% | +49.7% |
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