-39.3%
NFLX vs RNG
+179.4%
-218.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.7% |
| 7D | +7.1% | -9.6% | +16.7% | +8.0% |
| 30D | -1.6% | -1.4% | -0.3% | -1.7% |
| 3M | -9.8% | +28.8% | -38.5% | -11.8% |
| 6M | -27.1% | +65.6% | -92.6% | -30.5% |
| YTD | -29.2% | +171.4% | -200.6% | -35.8% |
| 1Y | -39.3% | +185.3% | -224.6% | -44.2% |
| All | -39.3% | +179.4% | -218.7% | -44.2% |
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