+423.4%
NFLX vs C
+229.8%
+193.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.2% |
| 7D | +2.6% | -0.9% | +3.5% | +2.8% |
| 30D | -9.0% | -5.4% | -3.6% | -7.7% |
| 3M | -13.7% | -9.2% | -4.6% | -11.6% |
| 6M | -26.9% | -1.8% | -25.1% | -27.1% |
| YTD | -31.8% | +6.7% | -38.5% | -34.2% |
| 1Y | -42.1% | +23.5% | -65.6% | -46.7% |
| 3Y | +47.0% | +219.8% | -172.8% | -0.8% |
| 5Y | -2.5% | +112.4% | -114.9% | -27.1% |
| 10Y | +423.4% | +220.1% | +203.3% | +311.7% |
| All | +423.4% | +229.8% | +193.6% | +311.7% |
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