-38.3%
NFLX vs RL
+11.4%
-49.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -5.0% | +1.9% | -6.9% | -5.0% |
| 30D | +3.5% | -12.2% | +15.8% | +3.3% |
| 3M | -7.1% | -6.6% | -0.5% | -7.0% |
| 6M | -22.5% | +3.2% | -25.6% | -22.6% |
| YTD | -18.1% | -1.3% | -16.8% | -18.9% |
| 1Y | -38.3% | +13.6% | -51.9% | -38.0% |
| All | -38.3% | +11.4% | -49.7% | -38.0% |
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