+37.9%
NTR vs RJF
+69.0%
-31.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -1.3% | -2.7% | +1.4% | -0.8% |
| 30D | +16.8% | -4.3% | +21.0% | +17.6% |
| 3M | +20.7% | +15.7% | +5.0% | +17.2% |
| 6M | +0.5% | +17.8% | -17.3% | -2.7% |
| YTD | +29.2% | +9.2% | +20.0% | +26.4% |
| 1Y | +39.6% | +2.8% | +36.8% | +38.2% |
| 3Y | +37.9% | +69.5% | -31.6% | +11.6% |
| All | +37.9% | +69.0% | -31.1% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling