+27.0%
NFLX vs RSG
+89.5%
-62.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -8.1% | -1.8% | -6.3% | -7.4% |
| 30D | +1.6% | +2.8% | -1.2% | +0.7% |
| 3M | -7.3% | +4.3% | -11.6% | -8.8% |
| 6M | -21.6% | -0.5% | -21.1% | -21.6% |
| YTD | -18.9% | +5.2% | -24.2% | -20.6% |
| 1Y | -39.1% | -2.1% | -36.9% | -38.8% |
| 3Y | +71.7% | +56.5% | +15.2% | +42.9% |
| 5Y | +27.0% | +89.5% | -62.5% | -5.5% |
| All | +27.0% | +89.5% | -62.6% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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