+29.0%
NFLX vs RL
+238.1%
-209.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.4% | -5.9% |
| 7D | -4.2% | -0.8% | -3.4% | -4.1% |
| 30D | +5.5% | -7.8% | +13.2% | +7.9% |
| 3M | -4.1% | -4.0% | -0.1% | -3.4% |
| 6M | -20.7% | -1.9% | -18.8% | -21.6% |
| YTD | -16.5% | -0.2% | -16.4% | -18.4% |
| 1Y | -37.8% | +10.7% | -48.4% | -41.6% |
| 3Y | +77.9% | +210.8% | -132.9% | +3.8% |
| All | +29.0% | +238.1% | -209.1% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling