+65,302.9%
NFLX vs RL
+1,704.6%
+63,598.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | -4.1% | -4.0% | -0.1% | -3.4% |
| 6M | -20.7% | -1.9% | -18.8% | -21.5% |
| YTD | -16.5% | -0.2% | -16.4% | -18.1% |
| 1Y | -37.8% | +10.7% | -48.4% | -41.1% |
| 3Y | +77.9% | +210.8% | -132.9% | +18.6% |
| 5Y | +32.5% | +238.2% | -205.7% | -15.6% |
| 10Y | +703.6% | +313.4% | +390.2% | +322.3% |
| All | +65,302.9% | +1,704.6% | +63,598.3% | +18,431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling