+649.9%
NVDL vs RJF
+69.0%
+580.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -10.3% | -2.7% | -7.6% | -7.9% |
| 30D | -7.1% | -4.3% | -2.9% | -3.6% |
| 3M | +6.6% | +15.7% | -9.1% | -9.2% |
| 6M | +21.1% | +17.8% | +3.3% | +0.5% |
| YTD | +15.2% | +9.2% | +6.0% | +1.9% |
| 1Y | +18.8% | +2.8% | +16.0% | +11.5% |
| 3Y | +649.9% | +69.5% | +580.4% | +403.0% |
| All | +649.9% | +69.0% | +580.9% | +403.0% |
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