+52,774.0%
NFLX vs RVTY
+1,332.8%
+51,441.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -0.3% | -2.7% | +2.4% | +0.5% |
| 30D | -10.0% | +3.2% | -13.3% | -11.4% |
| 3M | -17.1% | +37.2% | -54.3% | -26.5% |
| 6M | -27.7% | +57.7% | -85.4% | -39.4% |
| YTD | -32.5% | +64.8% | -97.4% | -45.1% |
| 1Y | -43.5% | +72.8% | -116.4% | -55.1% |
| 3Y | +41.4% | +89.8% | -48.3% | +2.9% |
| 5Y | -2.2% | -8.4% | +6.2% | -7.4% |
| 10Y | +448.1% | +219.5% | +228.6% | +220.4% |
| All | +52,774.0% | +1,332.8% | +51,441.2% | +15,433.6% |
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