-2.2%
NFLX vs RIG
+42.7%
-44.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.3% | -12.2% | +12.0% | +1.0% |
| 30D | -10.0% | -6.0% | -4.0% | -9.8% |
| 3M | -17.1% | -9.4% | -7.6% | -16.7% |
| 6M | -27.7% | -19.1% | -8.6% | -26.6% |
| YTD | -32.5% | +25.4% | -58.0% | -35.6% |
| 1Y | -43.5% | +23.3% | -66.9% | -46.0% |
| 3Y | +41.4% | -22.1% | +63.6% | +40.0% |
| 5Y | -2.2% | +50.1% | -52.4% | -20.2% |
| All | -2.2% | +42.7% | -44.9% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling