+5,440.5%
NSC vs RJF
+45,668.0%
-40,227.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.4% |
| 7D | -6.6% | +3.6% | -10.2% | -7.7% |
| 30D | +2.2% | +3.5% | -1.4% | +0.9% |
| 3M | -6.2% | -8.9% | +2.7% | -3.4% |
| 6M | +1.7% | +2.9% | -1.2% | +0.2% |
| YTD | +12.2% | +2.8% | +9.4% | +10.0% |
| 1Y | +15.4% | +2.7% | +12.7% | +13.0% |
| 3Y | +73.3% | +69.3% | +4.0% | +41.5% |
| 5Y | +24.7% | +75.0% | -50.3% | -1.0% |
| 10Y | +324.5% | +378.5% | -54.0% | +139.3% |
| All | +5,440.5% | +45,668.0% | -40,227.4% | +985.1% |
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