+452.9%
NFLX vs RIG
-48.2%
+501.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -4.4% | +4.3% | -8.7% | -4.7% |
| 30D | -11.0% | -5.8% | -5.2% | -10.9% |
| 3M | -15.5% | -6.7% | -8.9% | -15.4% |
| 6M | -28.5% | -18.7% | -9.8% | -27.8% |
| YTD | -33.1% | +28.8% | -62.0% | -34.9% |
| 1Y | -45.8% | +28.8% | -74.7% | -47.3% |
| 3Y | +40.2% | -20.0% | +60.2% | +38.1% |
| 5Y | -8.2% | +56.0% | -64.2% | -15.4% |
| All | +452.9% | -48.2% | +501.1% | +456.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling