-45.8%
NFLX vs RL
+17.3%
-63.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.9% |
| 7D | -4.4% | +2.4% | -6.7% | -4.4% |
| 30D | -11.0% | +4.6% | -15.6% | -10.9% |
| 3M | -15.5% | -1.1% | -14.4% | -15.6% |
| 6M | -28.5% | +16.5% | -45.0% | -27.8% |
| YTD | -33.1% | +11.4% | -44.5% | -33.8% |
| 1Y | -45.8% | +16.1% | -61.9% | -46.9% |
| All | -45.8% | +17.3% | -63.1% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling