+451.1%
NFLX vs RY
+353.1%
+98.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.5% |
| 7D | -0.3% | -0.6% | +0.3% | +0.1% |
| 30D | -10.0% | +6.1% | -16.2% | -12.6% |
| 3M | -17.1% | -3.4% | -13.7% | -15.9% |
| 6M | -27.7% | +12.8% | -40.5% | -32.2% |
| YTD | -32.5% | +21.0% | -53.5% | -39.1% |
| 1Y | -43.5% | +40.5% | -84.0% | -52.8% |
| 3Y | +41.4% | +159.9% | -118.4% | -14.7% |
| 5Y | -2.2% | +125.0% | -127.2% | -36.6% |
| All | +451.1% | +353.1% | +98.0% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling