+667.4%
NFLX vs RJF
+429.5%
+237.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -8.1% | -4.2% | -3.9% | -6.8% |
| 30D | +1.6% | -3.6% | +5.2% | +2.8% |
| 3M | -7.3% | +15.6% | -22.9% | -11.6% |
| 6M | -21.6% | +17.6% | -39.2% | -25.8% |
| YTD | -18.9% | +9.2% | -28.1% | -21.9% |
| 1Y | -39.1% | +5.5% | -44.6% | -40.8% |
| 3Y | +71.7% | +70.3% | +1.3% | +39.8% |
| 5Y | +27.0% | +106.0% | -79.1% | -2.4% |
| All | +667.4% | +429.5% | +237.9% | +357.3% |
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