+73.8%
NFLX vs RVTY
+17.0%
+56.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.8% | -1.0% | +1.7% |
| 7D | -1.1% | -4.5% | +3.5% | -0.8% |
| 30D | +4.3% | +5.5% | -1.2% | +4.0% |
| 3M | -4.8% | +22.5% | -27.3% | -5.8% |
| 6M | -18.4% | +38.9% | -57.3% | -19.9% |
| YTD | -17.4% | +28.7% | -46.2% | -18.5% |
| 1Y | -35.7% | +45.5% | -81.2% | -37.1% |
| 3Y | +73.8% | +16.4% | +57.4% | +68.2% |
| All | +73.8% | +17.0% | +56.8% | +68.2% |
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