+27.2%
NFLX vs RIG
+64.1%
-36.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -8.1% | -8.2% | +0.1% | -7.2% |
| 30D | -0.3% | -0.2% | -0.2% | -0.3% |
| 3M | -6.6% | -2.7% | -3.9% | -6.5% |
| 6M | -22.7% | -7.5% | -15.2% | -22.4% |
| YTD | -18.9% | +38.3% | -57.2% | -22.7% |
| 1Y | -39.8% | +81.8% | -121.7% | -44.9% |
| 3Y | +71.7% | -30.2% | +101.9% | +74.2% |
| 5Y | +27.2% | +59.9% | -32.7% | +5.5% |
| All | +27.2% | +64.1% | -36.8% | +5.5% |
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 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