+26.7%
NFLX vs RVTY
-32.1%
+58.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | +3.5% | +10.8% | -7.3% | +0.8% |
| 3M | -7.1% | +26.8% | -33.9% | -12.7% |
| 6M | -22.5% | +39.3% | -61.8% | -29.5% |
| YTD | -18.1% | +31.6% | -49.7% | -24.7% |
| 1Y | -38.3% | +47.7% | -86.0% | -45.6% |
| 3Y | +73.4% | +19.9% | +53.5% | +54.7% |
| 5Y | +26.7% | -32.3% | +59.0% | +50.1% |
| All | +26.7% | -32.1% | +58.8% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling