+65,302.9%
NFLX vs RCAT
-100.0%
+65,402.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -5.3% |
| 7D | -4.2% | -1.4% | -2.8% | -4.2% |
| 30D | +5.5% | -3.3% | +8.8% | +5.5% |
| 3M | -4.1% | -43.2% | +39.2% | -4.0% |
| 6M | -20.7% | -43.2% | +22.5% | -20.7% |
| YTD | -16.5% | +5.5% | -22.1% | -16.6% |
| 1Y | -37.8% | -1.6% | -36.1% | -37.8% |
| 3Y | +77.9% | +773.7% | -695.8% | +77.3% |
| 5Y | +32.5% | +187.6% | -155.1% | +32.1% |
| 10Y | +703.6% | -98.5% | +802.0% | +715.0% |
| All | +65,302.9% | -100.0% | +65,402.9% | +56,984.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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