+687.9%
NFLX vs RVTY
+134.6%
+553.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.1% |
| 7D | -8.1% | -5.4% | -2.7% | -6.3% |
| 30D | -0.3% | +6.7% | -7.1% | -2.7% |
| 3M | -6.6% | +19.0% | -25.6% | -12.6% |
| 6M | -22.7% | +34.6% | -57.3% | -31.7% |
| YTD | -18.9% | +28.3% | -47.2% | -27.5% |
| 1Y | -39.8% | +46.0% | -85.9% | -49.4% |
| 3Y | +71.7% | +16.9% | +54.8% | +47.2% |
| 5Y | +27.2% | -32.9% | +60.2% | +43.2% |
| 10Y | +687.9% | +141.6% | +546.2% | +323.9% |
| All | +687.9% | +134.6% | +553.3% | +323.9% |
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