+70.7%
NFLX vs BTDR
+7.6%
+63.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.9% |
| 7D | -8.1% | +14.8% | -22.9% | -8.5% |
| 30D | -0.3% | +41.8% | -42.1% | -1.6% |
| 3M | -6.6% | -29.2% | +22.6% | -5.9% |
| 6M | -22.7% | +66.2% | -88.8% | -25.1% |
| YTD | -18.9% | +10.0% | -28.9% | -20.4% |
| 1Y | -39.8% | -11.0% | -28.8% | -41.0% |
| All | +70.7% | +7.6% | +63.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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