+45.8%
ON vs RJF
+6.3%
+39.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | -4.7% | -4.2% | -0.5% | -3.2% |
| 30D | -13.5% | -3.6% | -9.9% | -12.3% |
| 3M | -36.3% | +15.6% | -52.0% | -40.4% |
| 6M | +17.8% | +17.6% | +0.2% | +8.0% |
| YTD | +29.6% | +9.2% | +20.4% | +18.8% |
| 1Y | +45.8% | +5.5% | +40.3% | +36.2% |
| All | +45.8% | +6.3% | +39.5% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling