+719.3%
NYT vs RJF
+48,495.2%
-47,775.9%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +4.6% | -4.3% | +8.8% | +5.9% |
| 3M | -9.6% | +15.7% | -25.3% | -13.8% |
| 6M | -14.0% | +17.8% | -31.8% | -18.5% |
| YTD | -2.8% | +9.2% | -12.0% | -6.2% |
| 1Y | +15.6% | +2.8% | +12.8% | +13.5% |
| 3Y | +56.3% | +69.5% | -13.1% | +28.8% |
| 5Y | +39.5% | +105.9% | -66.4% | +6.5% |
| 10Y | +488.0% | +424.9% | +63.2% | +214.2% |
| All | +719.3% | +48,495.2% | -47,775.9% | +64.0% |
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 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