+689.2%
NFLX vs RY
+371.9%
+317.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.0% |
| 7D | -4.2% | +3.1% | -7.4% | -5.6% |
| 30D | +5.5% | -0.3% | +5.8% | +5.5% |
| 3M | -4.1% | +8.7% | -12.7% | -8.2% |
| 6M | -20.7% | +28.5% | -49.2% | -30.3% |
| YTD | -16.5% | +25.1% | -41.7% | -25.8% |
| 1Y | -37.8% | +46.3% | -84.1% | -49.1% |
| 3Y | +77.9% | +154.9% | -77.0% | +8.2% |
| 5Y | +32.5% | +140.3% | -107.8% | -16.7% |
| All | +689.2% | +371.9% | +317.4% | +277.0% |
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