+72.4%
NFLX vs RIO
+95.5%
-23.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | -5.0% | +1.9% | -6.9% | -5.2% |
| 30D | +3.5% | +5.0% | -1.4% | +3.1% |
| 3M | -7.1% | +5.1% | -12.2% | -7.6% |
| 6M | -22.5% | +17.6% | -40.1% | -24.1% |
| YTD | -18.1% | +36.3% | -54.4% | -21.5% |
| 1Y | -38.3% | +71.2% | -109.5% | -43.1% |
| All | +72.4% | +95.5% | -23.1% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling