+16.3%
NXPI vs RJF
+76.7%
-60.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.2% |
| 7D | +0.7% | +1.8% | -1.1% | -0.3% |
| 30D | -6.6% | 0.0% | -6.6% | -6.8% |
| 3M | -25.4% | +18.0% | -43.4% | -32.6% |
| 6M | +11.9% | +17.0% | -5.0% | +1.2% |
| YTD | +4.0% | +11.1% | -7.1% | -4.0% |
| 1Y | +1.0% | +8.0% | -6.9% | -5.2% |
| 3Y | +16.3% | +73.3% | -57.0% | -19.1% |
| All | +16.3% | +76.7% | -60.3% | -19.1% |
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