+52,899.3%
NFLX vs RL
+1,840.4%
+51,058.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -2.9% |
| 7D | +2.1% | -4.2% | +6.3% | +3.4% |
| 30D | -9.0% | +4.3% | -13.3% | -10.2% |
| 3M | -14.0% | -4.6% | -9.4% | -13.0% |
| 6M | -28.2% | +1.7% | -29.9% | -29.3% |
| YTD | -32.4% | +7.3% | -39.7% | -35.2% |
| 1Y | -42.2% | +20.8% | -63.0% | -46.7% |
| 3Y | +45.9% | +247.0% | -201.1% | -6.0% |
| 5Y | -1.8% | +225.5% | -227.3% | -36.6% |
| 10Y | +419.6% | +363.0% | +56.6% | +163.1% |
| All | +52,899.3% | +1,840.4% | +51,058.9% | +14,572.3% |
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