+16.1%
NXPI vs RJF
+106.2%
-90.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -4.3% | -2.0% | -2.3% | -3.3% |
| 3M | -24.7% | +16.3% | -41.0% | -31.9% |
| 6M | +9.7% | +16.9% | -7.2% | -1.6% |
| YTD | +3.8% | +10.4% | -6.7% | -4.4% |
| 1Y | +1.6% | +7.4% | -5.8% | -4.8% |
| 3Y | +16.0% | +72.2% | -56.2% | -21.3% |
| 5Y | +16.1% | +105.1% | -89.0% | -28.4% |
| All | +16.1% | +106.2% | -90.1% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling