-37.8%
NFLX vs RNG
+144.7%
-182.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.9% | -1.5% | -5.0% |
| 7D | -4.2% | +5.8% | -10.0% | -4.7% |
| 30D | +5.5% | +19.6% | -14.2% | +3.9% |
| 3M | -4.1% | +67.0% | -71.1% | -8.3% |
| 6M | -20.7% | +88.4% | -109.1% | -25.0% |
| YTD | -16.5% | +155.5% | -172.0% | -23.6% |
| 1Y | -37.8% | +141.7% | -179.4% | -43.2% |
| All | -37.8% | +144.7% | -182.5% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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