-45.8%
NFLX vs RIG
+27.3%
-73.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | -4.4% | +4.3% | -8.7% | -4.4% |
| 30D | -11.0% | -5.8% | -5.2% | -11.3% |
| 3M | -15.5% | -6.7% | -8.9% | -15.7% |
| 6M | -28.5% | -18.7% | -9.8% | -28.3% |
| YTD | -33.1% | +28.8% | -62.0% | -34.8% |
| 1Y | -45.8% | +28.8% | -74.7% | -47.5% |
| All | -45.8% | +27.3% | -73.1% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling