+32,286.5%
NVO vs RJF
+49,058.3%
-16,771.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -4.7% | -0.3% | -4.5% | -4.7% |
| 30D | -5.4% | -2.0% | -3.4% | -5.2% |
| 3M | +7.0% | +16.3% | -9.4% | +4.3% |
| 6M | +17.6% | +16.9% | +0.7% | +14.5% |
| YTD | -8.0% | +10.4% | -18.5% | -9.6% |
| 1Y | -13.8% | +7.4% | -21.3% | -15.0% |
| 3Y | -50.3% | +72.2% | -122.5% | -54.9% |
| 5Y | +0.7% | +105.1% | -104.5% | -12.2% |
| 10Y | +155.6% | +430.9% | -275.3% | +85.5% |
| All | +32,286.5% | +49,058.3% | -16,771.8% | +13,297.3% |
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 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