-99.2%
NVD vs RJF
+74.2%
-173.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +1.3% |
| 7D | +0.5% | -0.3% | +0.8% | +0.4% |
| 30D | -9.3% | -2.0% | -7.3% | -11.0% |
| 3M | -22.1% | +16.3% | -38.4% | -9.9% |
| 6M | -45.8% | +16.9% | -62.7% | -36.2% |
| YTD | -46.7% | +10.4% | -57.2% | -40.0% |
| 1Y | -59.5% | +7.4% | -66.9% | -55.6% |
| 3Y | -99.2% | +72.2% | -171.4% | -98.4% |
| All | -99.2% | +74.2% | -173.4% | -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 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