+70.7%
NFLX vs RMBS
+56.5%
+14.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.8% | -1.0% |
| 7D | -8.1% | +3.5% | -11.6% | -8.3% |
| 30D | -0.3% | -8.6% | +8.3% | +0.1% |
| 3M | -6.6% | -40.3% | +33.7% | -3.8% |
| 6M | -22.7% | -1.0% | -21.7% | -25.4% |
| YTD | -18.9% | -4.6% | -14.3% | -22.2% |
| 1Y | -39.8% | +17.6% | -57.4% | -45.0% |
| All | +70.7% | +56.5% | +14.2% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling