+45.9%
NFLX vs RL
+240.1%
-194.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | +2.1% | -4.2% | +6.3% | +2.8% |
| 30D | -9.0% | +4.3% | -13.3% | -9.6% |
| 3M | -14.0% | -4.6% | -9.4% | -13.4% |
| 6M | -28.2% | +1.7% | -29.9% | -28.6% |
| YTD | -32.4% | +7.3% | -39.7% | -33.8% |
| 1Y | -42.2% | +20.8% | -63.0% | -44.9% |
| 3Y | +45.9% | +247.0% | -201.1% | +18.0% |
| All | +45.9% | +240.1% | -194.2% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling