-37.8%
NFLX vs RBRK
+6.4%
-44.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.7% | -7.0% | -5.4% |
| 7D | -4.2% | +0.7% | -4.9% | -4.3% |
| 30D | +5.5% | +10.4% | -5.0% | +4.9% |
| 3M | -4.1% | +21.6% | -25.7% | -4.9% |
| 6M | -20.7% | +70.7% | -91.4% | -22.4% |
| YTD | -16.5% | +22.5% | -39.0% | -18.4% |
| 1Y | -37.8% | +8.2% | -46.0% | -38.3% |
| All | -37.8% | +6.4% | -44.2% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling