Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • FLEX vs RJF✓SelectedUSD · RJFFLEX vs RJF performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

FLEX vs RJF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+7,917.6%
RJF return
+13,023.8%
Excess return
-5,106.1%
Maximum drawdown
-96.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRJFExcessAlpha
1D+1.5%-1.6%+3.1%+2.4%
7D-0.9%-0.6%-0.3%-0.6%
30D-10.1%-1.3%-8.9%-9.6%
3M-31.3%+18.9%-50.2%-38.4%
6M+71.3%+15.0%+56.2%+56.4%
YTD+81.2%+12.2%+69.0%+66.9%
1Y+98.5%+5.6%+92.9%+89.1%
3Y+428.2%+74.9%+353.4%+278.3%
5Y+657.3%+106.6%+550.6%+388.7%
10Y+995.9%+433.1%+562.9%+305.4%
All+7,917.6%+13,023.8%-5,106.1%+573.0%

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