+14,142.9%
NUE vs RJF
+49,058.3%
-34,915.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -6.1% | -2.0% | -4.1% | -5.3% |
| 3M | +1.7% | +16.3% | -14.7% | -4.9% |
| 6M | +53.1% | +16.9% | +36.2% | +42.7% |
| YTD | +59.0% | +10.4% | +48.6% | +51.3% |
| 1Y | +85.3% | +7.4% | +77.9% | +77.9% |
| 3Y | +63.2% | +72.2% | -9.0% | +28.0% |
| 5Y | +146.8% | +105.1% | +41.7% | +79.4% |
| 10Y | +584.3% | +430.9% | +153.4% | +238.2% |
| All | +14,142.9% | +49,058.3% | -34,915.4% | +1,876.3% |
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 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