+667.4%
NFLX vs RMBS
+554.0%
+113.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -8.1% | +1.2% | -9.3% | -8.3% |
| 30D | +1.6% | -11.5% | +13.1% | +3.8% |
| 3M | -7.3% | -38.2% | +30.9% | +0.7% |
| 6M | -21.6% | -4.8% | -16.8% | -26.6% |
| YTD | -18.9% | -7.1% | -11.8% | -25.3% |
| 1Y | -39.1% | +10.7% | -49.8% | -48.5% |
| 3Y | +71.7% | +54.5% | +17.2% | +16.4% |
| 5Y | +27.0% | +261.7% | -234.7% | -41.8% |
| All | +667.4% | +554.0% | +113.4% | +160.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling