+52,297.5%
NFLX vs RGEN
+6,507.9%
+45,789.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.7% | -2.3% |
| 7D | -4.4% | -1.2% | -3.2% | -4.2% |
| 30D | -11.0% | -5.1% | -6.0% | -10.5% |
| 3M | -15.5% | +0.5% | -16.0% | -16.0% |
| 6M | -28.5% | +46.6% | -75.1% | -33.1% |
| YTD | -33.1% | +1.6% | -34.8% | -34.4% |
| 1Y | -45.8% | +5.4% | -51.2% | -47.2% |
| 3Y | +40.2% | +12.8% | +27.3% | +30.7% |
| 5Y | -8.2% | -35.6% | +27.4% | -9.5% |
| 10Y | +446.2% | +415.7% | +30.5% | +301.6% |
| All | +52,297.5% | +6,507.9% | +45,789.6% | +23,150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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