+27.0%
NFLX vs RJF
+103.8%
-76.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -8.1% | -0.3% | -7.8% | -8.0% |
| 30D | -0.3% | -2.0% | +1.7% | +0.4% |
| 3M | -6.6% | +16.3% | -22.9% | -12.3% |
| 6M | -22.7% | +16.9% | -39.6% | -27.8% |
| YTD | -18.9% | +10.4% | -29.3% | -23.2% |
| 1Y | -39.8% | +7.4% | -47.2% | -42.5% |
| 3Y | +71.7% | +72.2% | -0.5% | +25.1% |
| All | +27.0% | +103.8% | -76.8% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling