+64,065.9%
NFLX vs RRX
+808.3%
+63,257.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | -5.0% | +4.3% | -9.3% | -6.2% |
| 30D | +3.5% | -8.0% | +11.6% | +6.1% |
| 3M | -7.1% | -22.0% | +14.9% | -1.9% |
| 6M | -22.5% | -11.9% | -10.6% | -23.1% |
| YTD | -18.1% | +17.1% | -35.2% | -27.1% |
| 1Y | -38.3% | +14.9% | -53.2% | -45.3% |
| 3Y | +73.4% | +6.9% | +66.5% | +47.2% |
| 5Y | +26.7% | +19.6% | +7.1% | +1.2% |
| 10Y | +670.3% | +215.9% | +454.4% | +289.7% |
| All | +64,065.9% | +808.3% | +63,257.5% | +13,275.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling