+235.9%
NVDA vs RJF
+76.6%
+159.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.4% |
| 7D | -12.7% | +3.6% | -16.3% | -14.2% |
| 30D | -26.4% | +7.2% | -33.7% | -29.0% |
| 3M | -27.6% | -6.5% | -21.1% | -25.5% |
| 6M | -27.7% | +10.3% | -38.0% | -32.0% |
| YTD | -12.5% | +6.5% | -19.0% | -17.0% |
| 1Y | -12.6% | +6.1% | -18.8% | -17.0% |
| 3Y | +235.9% | +74.9% | +161.1% | +158.0% |
| All | +235.9% | +76.6% | +159.3% | +158.0% |
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