+41.8%
NTR vs RJF
+7.8%
+33.9%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | +8.1% | -0.6% | +8.7% | +8.1% |
| 30D | +18.8% | -1.3% | +20.0% | +18.8% |
| 3M | +16.2% | +18.9% | -2.7% | +14.2% |
| 6M | +9.8% | +15.0% | -5.3% | +8.9% |
| YTD | +30.9% | +12.2% | +18.7% | +28.8% |
| 1Y | +41.8% | +5.6% | +36.1% | +40.2% |
| All | +41.8% | +7.8% | +33.9% | +40.2% |
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