+212.4%
NXPI vs RJF
+326.9%
-114.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +6.8% | +3.6% | +3.2% | +4.6% |
| 30D | +20.0% | +7.2% | +12.8% | +15.3% |
| 3M | +14.8% | -6.5% | +21.3% | +18.9% |
| 6M | -10.5% | +10.3% | -20.8% | -16.5% |
| YTD | +23.7% | +6.5% | +17.2% | +16.8% |
| 1Y | +34.1% | +6.1% | +27.9% | +26.8% |
| 3Y | +51.2% | +74.9% | -23.6% | +5.4% |
| 5Y | +33.4% | +81.3% | -47.9% | -10.3% |
| All | +212.4% | +326.9% | -114.5% | +40.0% |
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 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