+452.9%
NFLX vs RIO
+356.2%
+96.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | -4.4% | +0.1% | -4.5% | -4.4% |
| 30D | -11.0% | -10.5% | -0.5% | -8.3% |
| 3M | -15.5% | -15.9% | +0.4% | -11.6% |
| 6M | -28.5% | -22.3% | -6.2% | -23.7% |
| YTD | -33.1% | +9.3% | -42.5% | -36.3% |
| 1Y | -45.8% | +23.0% | -68.9% | -50.3% |
| 3Y | +40.2% | +52.1% | -11.9% | +17.8% |
| 5Y | -8.2% | +88.9% | -97.0% | -29.1% |
| All | +452.9% | +356.2% | +96.7% | +213.4% |
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