+469.2%
NFLX vs RVTY
+219.4%
+249.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.2% |
| 7D | -2.8% | -0.7% | -2.0% | -2.7% |
| 30D | -8.6% | +1.7% | -10.3% | -9.5% |
| 3M | -13.7% | +36.8% | -50.5% | -23.4% |
| 6M | -24.5% | +60.1% | -84.6% | -37.0% |
| YTD | -31.2% | +64.0% | -95.1% | -43.9% |
| 1Y | -43.2% | +68.2% | -111.4% | -54.4% |
| 3Y | +44.3% | +88.8% | -44.5% | +1.6% |
| 5Y | -1.9% | -10.5% | +8.7% | -1.4% |
| All | +469.2% | +219.4% | +249.9% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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