+1,292.6%
NFLX vs RNG
+340.1%
+952.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.0% | +4.6% | -6.6% | -3.1% |
| 30D | -11.9% | +0.4% | -12.4% | -12.4% |
| 3M | -20.6% | +11.4% | -32.0% | -23.4% |
| 6M | -29.0% | +95.7% | -124.7% | -42.1% |
| YTD | -33.7% | +162.9% | -196.6% | -52.1% |
| 1Y | -46.2% | +180.3% | -226.4% | -61.9% |
| 3Y | +39.8% | +188.3% | -148.6% | -9.3% |
| 5Y | -9.0% | -72.5% | +63.6% | +9.7% |
| 10Y | +441.5% | +236.7% | +204.8% | +213.9% |
| All | +1,292.6% | +340.1% | +952.5% | +659.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling