+670.3%
NFLX vs RL
+304.3%
+366.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | -5.0% | +1.9% | -6.9% | -5.4% |
| 30D | +3.5% | -12.2% | +15.8% | +6.2% |
| 3M | -7.1% | -6.6% | -0.5% | -6.1% |
| 6M | -22.5% | +3.2% | -25.6% | -23.8% |
| YTD | -18.1% | -1.3% | -16.8% | -19.0% |
| 1Y | -38.3% | +13.6% | -51.9% | -41.0% |
| 3Y | +73.4% | +210.9% | -137.5% | +30.4% |
| 5Y | +26.7% | +246.9% | -220.2% | -8.0% |
| 10Y | +670.3% | +310.1% | +360.2% | +452.2% |
| All | +670.3% | +304.3% | +366.0% | +452.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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