+27.0%
NFLX vs RRX
+14.8%
+12.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -8.1% | -3.7% | -4.3% | -7.5% |
| 30D | +1.6% | -9.3% | +10.9% | +3.3% |
| 3M | -7.3% | -21.8% | +14.5% | -4.6% |
| 6M | -21.6% | -22.0% | +0.4% | -20.4% |
| YTD | -18.9% | +11.9% | -30.9% | -25.8% |
| 1Y | -39.1% | +11.6% | -50.7% | -44.6% |
| 3Y | +71.7% | +2.2% | +69.5% | +53.4% |
| 5Y | +27.0% | +14.9% | +12.1% | +6.3% |
| All | +27.0% | +14.8% | +12.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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