+681.4%
NFLX vs RIO
+608.6%
+72.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.3% | +1.7% |
| 7D | -1.1% | -3.2% | +2.1% | -0.2% |
| 30D | +4.3% | +0.9% | +3.4% | +3.9% |
| 3M | -4.8% | -1.4% | -3.3% | -4.7% |
| 6M | -18.4% | +10.9% | -29.4% | -21.7% |
| YTD | -17.4% | +31.2% | -48.7% | -25.1% |
| 1Y | -35.7% | +67.9% | -103.6% | -46.2% |
| 3Y | +73.8% | +88.8% | -15.0% | +37.4% |
| 5Y | +29.3% | +93.1% | -63.8% | 0.0% |
| All | +681.4% | +608.6% | +72.8% | +295.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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