+572.1%
ON vs RJF
+429.5%
+142.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.3% |
| 7D | -4.7% | -4.2% | -0.5% | -1.7% |
| 30D | -13.5% | -3.6% | -9.9% | -11.3% |
| 3M | -36.3% | +15.6% | -52.0% | -43.2% |
| 6M | +17.8% | +17.6% | +0.2% | +3.3% |
| YTD | +29.6% | +9.2% | +20.4% | +18.8% |
| 1Y | +45.8% | +5.5% | +40.3% | +37.0% |
| 3Y | -28.3% | +70.3% | -98.7% | -54.0% |
| 5Y | +49.6% | +106.0% | -56.4% | -16.7% |
| All | +572.1% | +429.5% | +142.6% | +120.8% |
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