+143.8%
GOOGL vs NFLX
+71.6%
+72.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -1.9% | -8.1% | +6.2% | -0.1% |
| 30D | -7.5% | -0.3% | -7.1% | -7.5% |
| 3M | -9.2% | -6.6% | -2.6% | -8.0% |
| 6M | +8.1% | -22.7% | +30.7% | +13.5% |
| YTD | +5.8% | -18.9% | +24.8% | +9.8% |
| 1Y | +38.3% | -39.8% | +78.2% | +53.8% |
| All | +143.8% | +71.6% | +72.2% | +120.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NFLX.
Daily Out/Under-Performance
Portfolio return minus NFLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NFLX 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 3y: compounded portfolio wealth divided by compounded NFLX 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…
3y analysis · Full analysis span regression · 6 months rolling