+448.2%
NFLX vs RMBS
+534.0%
-85.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.2% |
| 7D | -2.0% | +10.3% | -12.3% | -3.9% |
| 30D | -11.9% | -10.7% | -1.2% | -10.7% |
| 3M | -20.6% | -17.2% | -3.3% | -19.0% |
| 6M | -29.0% | -39.0% | +10.0% | -25.0% |
| YTD | -33.7% | -10.5% | -23.2% | -39.4% |
| 1Y | -46.2% | -11.0% | -35.2% | -51.1% |
| 3Y | +39.8% | +31.3% | +8.4% | +0.2% |
| 5Y | -9.0% | +242.8% | -251.7% | -58.4% |
| All | +448.2% | +534.0% | -85.8% | +73.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling