+448.1%
NFLX vs RL
+369.1%
+79.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | -10.0% | +7.6% | -17.6% | -11.4% |
| 3M | -17.1% | -1.5% | -15.6% | -17.0% |
| 6M | -27.7% | +12.1% | -39.8% | -29.8% |
| YTD | -32.5% | +13.9% | -46.4% | -35.2% |
| 1Y | -43.5% | +20.7% | -64.2% | -46.6% |
| 3Y | +41.4% | +260.6% | -219.1% | +2.9% |
| 5Y | -2.2% | +248.9% | -251.1% | -30.0% |
| 10Y | +448.1% | +355.9% | +92.2% | +276.6% |
| All | +448.1% | +369.1% | +79.0% | +276.6% |
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