+448.2%
NFLX vs RIO
+354.4%
+93.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | -11.9% | -9.1% | -2.8% | -9.6% |
| 3M | -20.6% | -13.7% | -6.9% | -17.4% |
| 6M | -29.0% | -24.3% | -4.7% | -23.7% |
| YTD | -33.7% | +8.9% | -42.6% | -36.8% |
| 1Y | -46.2% | +22.7% | -68.8% | -50.6% |
| 3Y | +39.8% | +51.2% | -11.4% | +17.6% |
| 5Y | -9.0% | +88.1% | -97.1% | -29.6% |
| All | +448.2% | +354.4% | +93.7% | +211.1% |
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