+223.9%
NXPI vs RJF
+429.3%
-205.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +3.9% | -2.7% | +6.6% | +5.5% |
| 30D | +1.4% | -4.3% | +5.6% | +3.7% |
| 3M | -21.5% | +15.7% | -37.3% | -28.4% |
| 6M | +19.4% | +17.8% | +1.6% | +7.4% |
| YTD | +9.9% | +9.2% | +0.8% | +2.6% |
| 1Y | +7.9% | +2.8% | +5.1% | +4.3% |
| 3Y | +22.7% | +69.5% | -46.8% | -12.3% |
| 5Y | +22.1% | +105.9% | -83.9% | -22.7% |
| All | +223.9% | +429.3% | -205.4% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling