-27.5%
ON vs RJF
+71.0%
-98.4%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -11.0% | -2.0% | -9.0% | -10.1% |
| 3M | -39.3% | +16.3% | -55.7% | -45.0% |
| 6M | +19.8% | +16.9% | +2.9% | +7.8% |
| YTD | +31.1% | +10.4% | +20.6% | +20.8% |
| 1Y | +46.0% | +7.4% | +38.6% | +36.8% |
| All | -27.5% | +71.0% | -98.4% | -49.5% |
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