+7,864.8%
NTRS vs RJF
+48,495.2%
-40,630.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.4% | -2.7% | +4.1% | +2.7% |
| 30D | -0.7% | -4.3% | +3.6% | +1.4% |
| 3M | +11.3% | +15.7% | -4.4% | +3.4% |
| 6M | +35.5% | +17.8% | +17.7% | +24.7% |
| YTD | +40.6% | +9.2% | +31.4% | +34.1% |
| 1Y | +49.2% | +2.8% | +46.4% | +46.5% |
| 3Y | +167.2% | +69.5% | +97.8% | +105.1% |
| 5Y | +94.9% | +105.9% | -11.0% | +36.0% |
| 10Y | +259.5% | +424.9% | -165.4% | +63.3% |
| All | +7,864.8% | +48,495.2% | -40,630.3% | +891.5% |
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