+384.8%
NVDA vs RJF
+69.1%
+315.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | -4.3% | -4.2% | -0.1% | -2.3% |
| 30D | +0.5% | -3.6% | +4.1% | +2.2% |
| 3M | +9.1% | +15.6% | -6.6% | +0.7% |
| 6M | +18.5% | +17.6% | +0.9% | +7.9% |
| YTD | +17.4% | +9.2% | +8.1% | +10.4% |
| 1Y | +23.4% | +5.5% | +17.9% | +17.9% |
| All | +384.8% | +69.1% | +315.7% | +282.3% |
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 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