+687.9%
NFLX vs BP
+132.0%
+555.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -1.2% |
| 7D | -8.1% | +4.0% | -12.1% | -8.7% |
| 30D | -0.3% | +7.8% | -8.2% | -1.6% |
| 3M | -6.6% | +8.4% | -15.0% | -8.1% |
| 6M | -22.7% | +15.1% | -37.7% | -24.7% |
| YTD | -18.9% | +36.4% | -55.3% | -23.4% |
| 1Y | -39.8% | +40.9% | -80.7% | -43.6% |
| 3Y | +71.7% | +38.8% | +32.9% | +59.7% |
| 5Y | +27.2% | +141.1% | -113.8% | +6.2% |
| 10Y | +687.9% | +133.9% | +554.0% | +608.6% |
| All | +687.9% | +132.0% | +555.9% | +608.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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