+47.0%
NFLX vs RVTY
+90.0%
-43.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.8% | +0.6% |
| 7D | +2.6% | +6.0% | -3.4% | +2.1% |
| 30D | -9.0% | +4.3% | -13.3% | -9.4% |
| 3M | -13.7% | +40.2% | -54.0% | -15.9% |
| 6M | -26.9% | +59.3% | -86.2% | -29.3% |
| YTD | -31.8% | +66.5% | -98.3% | -34.3% |
| 1Y | -42.1% | +77.5% | -119.5% | -44.5% |
| 3Y | +47.0% | +92.5% | -45.5% | +36.4% |
| All | +47.0% | +90.0% | -43.1% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling