+41.5%
NU vs RJF
+89.3%
-47.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.6% | -2.6% |
| 7D | -4.9% | -2.7% | -2.2% | -3.2% |
| 30D | +7.8% | -4.3% | +12.1% | +10.9% |
| 3M | +20.9% | +15.7% | +5.2% | +9.6% |
| 6M | +0.9% | +17.8% | -16.9% | -10.0% |
| YTD | -12.7% | +9.2% | -21.8% | -18.7% |
| 1Y | -6.4% | +2.8% | -9.2% | -9.4% |
| 3Y | +98.1% | +69.5% | +28.6% | +29.3% |
| All | +41.5% | +89.3% | -47.7% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling