+670.3%
NFLX vs CAPR
-77.1%
+747.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -1.9% |
| 7D | -5.0% | -9.5% | +4.5% | -4.9% |
| 30D | +3.5% | +121.5% | -118.0% | +2.8% |
| 3M | -7.1% | -65.4% | +58.3% | -6.9% |
| 6M | -22.5% | -67.5% | +45.1% | -22.3% |
| YTD | -18.1% | -68.6% | +50.5% | -17.9% |
| 1Y | -38.3% | +42.7% | -81.0% | -40.4% |
| 3Y | +73.4% | +43.4% | +30.0% | +62.9% |
| 5Y | +26.7% | +86.0% | -59.4% | +16.9% |
| 10Y | +670.3% | -77.4% | +747.7% | +609.1% |
| All | +670.3% | -77.1% | +747.4% | +609.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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