+670.3%
NFLX vs C
+289.2%
+381.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.0% | +3.2% | -8.2% | -5.9% |
| 30D | +3.5% | +1.3% | +2.3% | +3.1% |
| 3M | -7.1% | +3.1% | -10.2% | -8.3% |
| 6M | -22.5% | +29.6% | -52.1% | -28.9% |
| YTD | -18.1% | +19.0% | -37.1% | -23.3% |
| 1Y | -38.3% | +45.6% | -84.0% | -45.9% |
| 3Y | +73.4% | +269.3% | -195.9% | +11.7% |
| 5Y | +26.7% | +131.6% | -104.9% | -7.9% |
| 10Y | +670.3% | +286.5% | +383.8% | +377.2% |
| All | +670.3% | +289.2% | +381.1% | +377.2% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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