+1,653.4%
NFLX vs RNG
+327.7%
+1,325.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.9% | -1.5% | -4.3% |
| 7D | -4.2% | +5.8% | -10.0% | -5.7% |
| 30D | +5.5% | +19.6% | -14.2% | +0.5% |
| 3M | -4.1% | +67.0% | -71.1% | -17.4% |
| 6M | -20.7% | +88.4% | -109.1% | -35.2% |
| YTD | -16.5% | +155.5% | -172.0% | -38.9% |
| 1Y | -37.8% | +141.7% | -179.4% | -54.1% |
| 3Y | +77.9% | +131.1% | -53.2% | +23.4% |
| 5Y | +32.5% | -70.6% | +103.1% | +55.8% |
| 10Y | +703.6% | +228.2% | +475.3% | +370.8% |
| All | +1,653.4% | +327.7% | +1,325.6% | +869.6% |
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