+27.0%
NFLX vs RNG
-69.9%
+96.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -8.1% | -4.1% | -4.0% | -7.2% |
| 30D | -0.3% | +8.6% | -9.0% | -2.4% |
| 3M | -6.6% | +78.0% | -84.6% | -19.8% |
| 6M | -22.7% | +67.0% | -89.7% | -33.7% |
| YTD | -18.9% | +142.4% | -161.3% | -38.5% |
| 1Y | -39.8% | +120.4% | -160.3% | -53.5% |
| 3Y | +71.7% | +122.1% | -50.4% | +22.4% |
| All | +27.0% | -69.9% | +96.8% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling