+37.0%
NFLX vs RBRK
+124.5%
-87.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.4% | +2.1% |
| 7D | -1.1% | -7.5% | +6.4% | -0.1% |
| 30D | +4.3% | -10.4% | +14.7% | +5.2% |
| 3M | -4.8% | +21.3% | -26.0% | -8.1% |
| 6M | -18.4% | +50.6% | -69.1% | -24.3% |
| YTD | -17.4% | +13.3% | -30.7% | -20.2% |
| 1Y | -35.7% | +11.2% | -46.9% | -38.2% |
| All | +37.0% | +124.5% | -87.4% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling