+63.0%
NFLX vs RVMD
+510.7%
-447.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.6% |
| 7D | -2.0% | -10.4% | +8.4% | -0.7% |
| 30D | -11.9% | -11.0% | -1.0% | -10.9% |
| 3M | -20.6% | -14.7% | -5.9% | -19.3% |
| 6M | -29.0% | +14.9% | -43.9% | -30.9% |
| YTD | -33.7% | +116.3% | -150.0% | -42.3% |
| 1Y | -46.2% | +167.6% | -213.8% | -54.7% |
| 3Y | +39.8% | +776.8% | -737.0% | -5.4% |
| 5Y | -9.0% | +424.8% | -433.7% | -40.0% |
| All | +63.0% | +510.7% | -447.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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