+575.6%
NUE vs RJF
+429.3%
+146.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.6% | -2.7% | +2.1% | +1.1% |
| 30D | -4.6% | -4.3% | -0.3% | -2.0% |
| 3M | -0.3% | +15.7% | -16.0% | -9.5% |
| 6M | +51.9% | +17.8% | +34.1% | +35.9% |
| YTD | +60.0% | +9.2% | +50.8% | +49.1% |
| 1Y | +82.9% | +2.8% | +80.1% | +76.4% |
| 3Y | +66.0% | +69.5% | -3.5% | +14.0% |
| 5Y | +149.0% | +105.9% | +43.0% | +47.2% |
| All | +575.6% | +429.3% | +146.4% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling