-8.5%
NFLX vs RJF
+81.1%
-89.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.0% | +3.6% | -5.6% | -3.4% |
| 30D | -11.9% | +7.2% | -19.2% | -14.4% |
| 3M | -20.6% | -6.5% | -14.1% | -18.5% |
| 6M | -29.0% | +10.3% | -39.3% | -32.2% |
| YTD | -33.7% | +6.5% | -40.2% | -36.4% |
| 1Y | -46.2% | +6.1% | -52.3% | -48.4% |
| 3Y | +39.8% | +74.9% | -35.1% | -0.1% |
| All | -8.5% | +81.1% | -89.6% | -39.6% |
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