+454.1%
NFLX vs RRC
+60.0%
+394.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +2.6% | -10.3% | +12.9% | +3.6% |
| 30D | -9.0% | +19.5% | -28.5% | -10.8% |
| 3M | -13.7% | +27.9% | -41.7% | -15.9% |
| 6M | -26.9% | +21.2% | -48.1% | -28.5% |
| YTD | -31.8% | +39.6% | -71.4% | -34.2% |
| 1Y | -42.1% | +31.3% | -73.3% | -43.8% |
| 3Y | +47.0% | +51.9% | -5.0% | +39.6% |
| 5Y | -2.5% | +110.2% | -112.7% | -11.5% |
| All | +454.1% | +60.0% | +394.0% | +395.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling