+65,302.9%
NFLX vs RMBS
+1,107.1%
+64,195.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.7% | -5.6% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | +5.5% | -12.2% | +17.6% | +7.3% |
| 3M | -4.1% | -49.5% | +45.5% | +5.0% |
| 6M | -20.7% | -7.1% | -13.5% | -23.0% |
| YTD | -16.5% | -7.0% | -9.5% | -20.0% |
| 1Y | -37.8% | +13.3% | -51.1% | -43.3% |
| 3Y | +77.9% | +49.2% | +28.6% | +47.5% |
| 5Y | +32.5% | +250.0% | -217.5% | -5.4% |
| 10Y | +703.6% | +495.1% | +208.4% | +415.5% |
| All | +65,302.9% | +1,107.1% | +64,195.8% | +23,985.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling