-99.1%
NVD vs RJF
+69.1%
-168.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.1% | +5.6% | +3.4% |
| 7D | +9.0% | -4.2% | +13.2% | +4.9% |
| 30D | -5.5% | -3.6% | -1.9% | -8.6% |
| 3M | -24.6% | +15.6% | -40.3% | -13.2% |
| 6M | -42.1% | +17.6% | -59.7% | -31.2% |
| YTD | -44.3% | +9.2% | -53.6% | -37.9% |
| 1Y | -54.2% | +5.5% | -59.7% | -50.7% |
| All | -99.1% | +69.1% | -168.2% | -98.4% |
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