+65,302.9%
NFLX vs RVTY
+1,072.2%
+64,230.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | -4.2% | +1.1% | -5.3% | -4.6% |
| 30D | +5.5% | +13.2% | -7.8% | +0.9% |
| 3M | -4.1% | +27.2% | -31.3% | -12.3% |
| 6M | -20.7% | +32.4% | -53.1% | -29.4% |
| YTD | -16.5% | +34.9% | -51.4% | -26.6% |
| 1Y | -37.8% | +52.4% | -90.1% | -48.1% |
| 3Y | +77.9% | +12.3% | +65.6% | +57.1% |
| 5Y | +32.5% | -30.8% | +63.3% | +39.8% |
| 10Y | +703.6% | +150.7% | +552.9% | +415.8% |
| All | +65,302.9% | +1,072.2% | +64,230.7% | +20,692.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling