-37.8%
NFLX vs RMBS
+16.3%
-54.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.7% | -5.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.3% |
| 30D | +5.5% | -12.2% | +17.6% | +4.8% |
| 3M | -4.1% | -49.5% | +45.5% | -6.3% |
| 6M | -20.7% | -7.1% | -13.5% | -21.7% |
| YTD | -16.5% | -7.0% | -9.5% | -17.0% |
| 1Y | -37.8% | +13.3% | -51.1% | -37.0% |
| All | -37.8% | +16.3% | -54.1% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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