+448.1%
NFLX vs BP
+124.7%
+323.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -6.3% | +6.1% | +0.7% |
| 30D | -10.0% | -3.6% | -6.4% | -9.7% |
| 3M | -17.1% | +5.2% | -22.3% | -18.0% |
| 6M | -27.7% | +5.3% | -33.0% | -28.7% |
| YTD | -32.5% | +33.1% | -65.7% | -36.1% |
| 1Y | -43.5% | +26.3% | -69.8% | -46.0% |
| 3Y | +41.4% | +47.5% | -6.1% | +30.3% |
| 5Y | -2.2% | +106.2% | -108.4% | -15.9% |
| 10Y | +448.1% | +127.0% | +321.1% | +421.0% |
| All | +448.1% | +124.7% | +323.4% | +421.0% |
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